0001752724-21-082114.txt : 20210423
0001752724-21-082114.hdr.sgml : 20210423
20210423134534
ACCESSION NUMBER: 0001752724-21-082114
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210423
PERIOD START: 20210228
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Fidelity Rutland Square Trust II
CENTRAL INDEX KEY: 0001364924
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0228
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-21991
FILM NUMBER: 21848753
BUSINESS ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 617-563-7000
MAIL ADDRESS:
STREET 1: 245 SUMMER STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
0001364924
S000029151
Strategic Advisers Income Opportunities Fund
C000089633
Strategic Advisers Income Opportunities Fund
FPIOX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001364924
XXXXXXXX
S000029151
C000089633
Fidelity Rutland Square Trust II
811-21991
0001364924
1KZ3JN58GDRI3EZKKG06
245 Summer Street
Boston
02210
1-800-FIDELITY
Strategic Advisers Income Opportunities Fund
S000029151
549300GAQZVROP4LK289
2021-02-28
2021-02-28
N
7264452398.79
89727561.84
7174724836.95
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
31338750.00000000
0.00000000
0.00000000
0.00000000
USD
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 6.5% 09/15/2028 144A
75026JAE0
8410000.00000000
PA
USD
8830500.00000000
0.123077890799
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.06500000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN INC 4.875% 12/15/2027 144A
475795AD2
1276000.00000000
PA
USD
1324615.60000000
0.018462249495
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04875000
N
N
N
N
N
N
DUN and BRADSTREET CORP DEL NEW
RI37BMPWE56BCJ747E14
DUN and BRADSTREET CORP DEL NEW 10.25% 02/15/2027 144A
26483EAK6
2675000.00000000
PA
USD
2992656.25000000
0.041711094404
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.10250000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.125% 12/15/2029 144A
98313RAE6
375000.00000000
PA
USD
382500.00000000
0.005331214906
Long
DBT
CORP
KY
N
2
2029-12-15
Fixed
0.05125000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6.25% 11/01/2028 144A
431318AS3
3738000.00000000
PA
USD
3901537.50000000
0.054378914713
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06250000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 12/01/2024 144A
097751BR1
3235000.00000000
PA
USD
3034834.38000000
0.042298965451
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.07500000
N
N
N
N
N
N
TEMPUR SEALY INTERNATIONAL INC
549300HFEKVR3US71V91
TEMPUR SEALY INTERNATIONAL INC 5.5% 06/15/2026
88023UAG6
1095000.00000000
PA
USD
1132657.05000000
0.015786766402
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.05500000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC 4.75% 01/15/2028 144A
853496AD9
2856000.00000000
PA
USD
2963100.00000000
0.041299144808
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04750000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP C
530307305
5000.00000000
NS
USD
747550.00000000
0.010419214910
Long
EC
CORP
US
N
1
N
N
N
AMERICAN ELECTRIC POWER CO INC
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER INC PC 6.125% 03/15/2022
025537127
58350.00000000
NS
USD
2645005.50000000
0.036865601958
Long
EP
CORP
US
N
2
N
N
N
PRESIDIO HOLDING INC
N/A
PRESIDIO HOLDING INC 4.875% 02/01/2027 144A
74101XAE0
660000.00000000
PA
USD
688050.00000000
0.009589914813
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.04875000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BOXER PARENT CO INC 9.125% 03/01/2026 144A
103186AC6
415000.00000000
PA
USD
440418.75000000
0.006138475830
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.09125000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 4.5% 08/15/2030 144A
92769XAR6
2450000.00000000
PA
USD
2505125.00000000
0.034915973182
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
NUANCE COMMUNICATIONS INC
AEMSOT3SS15TNMJCE605
NUANCE COMMUNICATIONS INC 5.625% 12/15/2026
67020YAQ3
1085000.00000000
PA
USD
1136537.50000000
0.015840851403
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.05625000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.25% 3/45
16411RAG4
2000000.00000000
PA
USD
1634416.06000000
0.022780191535
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
0.04250000
N
N
N
N
Y
CHENIERE ENERGY INC
CHENIERE ENERGY INC
USD
XXXX
N
N
N
ARD FIN SA
6354006P6QPGGPVJW880
ARD FIN SA PIK 6.5% 06/30/2027 144A
00191AAD8
3555000.00000000
PA
USD
3759412.50000000
0.052398002507
Long
DBT
CORP
LU
N
2
2027-06-30
Variable
0.06500000
N
N
Y
N
N
N
REALPAGE INC
5493001RSFZX4122A604
REALPAGE INC TERM 2LN 02/17/2029
N/A
1350000.00000000
PA
USD
1377000.00000000
0.019192373663
Long
LON
CORP
US
N
2
2029-02-17
Variable
0.00000000
N
N
N
N
N
N
CENTURY CMNTYS INC
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 5.875% 07/15/2025
156504AH5
500000.00000000
PA
USD
521427.50000000
0.007267560942
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05875000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
OLIN CORP 5% 02/01/2030
680665AK2
1850000.00000000
PA
USD
1937320.00000000
0.027002011143
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
0.05000000
N
N
N
N
N
N
DAE FDG LLC
635400SZTPQL3Y1P2C76
DAE FDG LLC 5% 08/01/2024 144A
23371DAB0
1340000.00000000
PA
USD
1378525.00000000
0.019213628833
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.05000000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 4.25% 02/15/2030 144A
92047WAD3
4550000.00000000
PA
USD
4686500.00000000
0.065319578192
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04250000
N
N
N
N
N
N
C AND S GROUP ENTERPRISES LLC
N/A
C AND S GROUP ENTERPRISES LLC 5% 12/15/2028 144A
12467AAF5
5360000.00000000
PA
USD
5266200.00000000
0.073399330562
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.05000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETRO 2.7% 2/15/23
674599CE3
690000.00000000
PA
USD
674478.45000000
0.009400757037
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.02700000
N
N
N
N
N
N
HECLA MINING CO
5493009Y6HOBZD1QD537
HECLA MINING CO 7.25% 02/15/2028
422704AH9
3930000.00000000
PA
USD
4259137.50000000
0.059363077982
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.07250000
N
N
N
N
N
N
WOLVERINE WORLD WIDE INC
549300OVC7PK14LQ8D87
WOLVERINE WORLD WIDE INC 5% 09/01/2026 144A
978097AD5
2275000.00000000
PA
USD
2331875.00000000
0.032501246430
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS INC 3.875% 02/15/2031
911363AM1
6619000.00000000
PA
USD
6768754.88000000
0.094341665134
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03875000
N
N
N
N
N
N
GRAHAM PACKAGING CO INC
N/A
GPC MERGER SUB INC 7.125% 08/15/2028 144A
384701AA6
320000.00000000
PA
USD
345932.80000000
0.004821547973
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07125000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RES CORP 5% 03/01/2025
03674XAJ5
5065000.00000000
PA
USD
5037142.50000000
0.070206769102
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DUKE ENERGY FIELD SVCS LLC 8.125% 08/16/2030
26439XAC7
764000.00000000
PA
USD
1000840.00000000
0.013949524514
Long
DBT
CORP
US
N
2
2030-08-16
Fixed
0.08125000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 6% 04/15/2024
87264AAQ8
400000.00000000
PA
USD
402500.00000000
0.005609971241
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.06000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.5% 08/15/2029
674599CS2
2760000.00000000
PA
USD
2639305.20000000
0.036786152221
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
0.03500000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP CONV 15% 07/15/2023 P/P
59073XAB1
317078.00000000
PA
USD
317078.00000000
0.004419375059
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
SANCHEZ ENERGY CORP
MESQUITE ENERGY INC
USD
XXXX
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 5.5% 08/15/2028 144A
63861CAC3
3030000.00000000
PA
USD
3113325.00000000
0.043392953329
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05500000
N
N
N
N
N
N
AETHON UN/AETHIN UN FIN
N/A
AETHON UN/AETHIN UN FIN 8.25% 02/15/2026 144A
00810GAC8
2640000.00000000
PA
USD
2745600.00000000
0.038267669665
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.08250000
N
N
N
N
N
N
FERRELLGAS PRTNRS LP/FIN CORP
N/A
FERRELLGAS PRTNRS LP/FIN CORP 8.625% 12/31/2049
315295AG0
300000.00000000
PA
USD
155469.00000000
0.002166898432
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.08625000
Y
Y
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL INC 8.5% 05/01/2027 144A
36168QAE4
865000.00000000
PA
USD
951500.00000000
0.013261832636
Long
DBT
CORP
CA
N
2
2027-05-01
Fixed
0.08500000
N
N
N
N
N
N
FERRELLGAS PRTNRS LP/FIN CORP
N/A
FERRELLGAS PRTNRS LP/FIN CORP 8.625% 12/31/2049
315295AE5
2650000.00000000
PA
USD
1373309.50000000
0.019140936150
Long
DBT
CORP
US
N
2
2020-06-15
Fixed
0.08625000
Y
Y
N
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 7.25% 10/15/2029
07556QBT1
7175000.00000000
PA
USD
7964250.00000000
0.111004257041
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.07250000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 6.875% 11/15/2028
852060AD4
11102000.00000000
PA
USD
14044030.00000000
0.195743116553
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06875000
N
N
N
N
N
N
U S CONCRETE INC
549300J94Q38BL8BMH45
U S CONCRETE INC 6.375% 06/01/2024
90333LAP7
964000.00000000
PA
USD
985931.00000000
0.013741725604
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.06375000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD CORP 3.625% 03/15/2029 144A
89055FAB9
975000.00000000
PA
USD
978656.25000000
0.013640331472
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03625000
N
N
N
N
N
N
RHP HOTEL PPTYS LP and RHP FIN CORP
N/A
RHP HOTEL PPTYS LP and RHP FIN CORP 4.75% 10/15/2027
749571AF2
1015000.00000000
PA
USD
1029331.80000000
0.014346638002
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04750000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 6.5% 05/01/2025 144A
483007AK6
1385000.00000000
PA
USD
1481950.00000000
0.020655147530
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 7.5% 04/01/2025 144A
88033GDE7
1825000.00000000
PA
USD
1981402.50000000
0.027616424950
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 5.5% 02/15/2026
86765LAL1
2383000.00000000
PA
USD
2451773.38000000
0.034172368079
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05500000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS INFRASTRUCTURE PARTNERS LP / HESS INFRASTRUCTURE PARTNERS FIN CORP 5.625% 02/15/2026 144A
428102AC1
4095000.00000000
PA
USD
4241928.60000000
0.059123223488
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05625000
N
N
N
N
N
N
RATTLER MIDSTREAM PARTNERS
549300I45NRVEEN9M219
RATTLER MIDSTREAM PARTNERS 5.625% 07/15/2025 144A
75419TAA1
2685000.00000000
PA
USD
2799112.50000000
0.039013517084
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05625000
N
N
N
N
N
N
IPD 3 BV
724500RBP2J59JMQB629
IPD 3 BV 5.5% 12/01/2025 144A
N/A
245000.00000000
PA
304910.39000000
0.004249785140
Long
DBT
CORP
NL
N
2
2025-12-01
Fixed
0.05500000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 7.65% 3/15/42
156700AT3
1587000.00000000
PA
USD
1906225.05000000
0.026568615428
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
0.07650000
N
N
N
N
N
N
CONNECT FINCO SARL / CONNECT US FINCO LLC
N/A
CONNECT FINCO SARL / CONNECT US FINCO LLC 6.75% 10/01/2026 144A
20752TAA2
1515000.00000000
PA
USD
1570411.13000000
0.021888102550
Long
DBT
CORP
LU
N
2
2026-10-01
Fixed
0.06750000
N
N
N
N
N
N
DAVE and BUSTERS INC
549300JAVWTAY1FT5Z45
DAVE and BUSTERS INC 7.625% 11/01/2025 144A
23833NAH7
1570000.00000000
PA
USD
1664200.00000000
0.023195314633
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.07625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5% 01/30/2028 144A
071734AH0
4700000.00000000
PA
USD
4794000.00000000
0.066817893493
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
0.05000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 8.75% 12/01/2021 144A
097751BP5
6665000.00000000
PA
USD
6909405.55000000
0.096302028398
Long
DBT
CORP
CA
N
2
2021-12-01
Fixed
0.08750000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 6.0% 03/01/2023
87264AAM7
1525000.00000000
PA
USD
1532930.00000000
0.021365697428
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.06000000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP PIPE
N/A
644.00000000
NS
USD
25606.73000000
0.000356901910
Long
EC
CORP
US
Y
2
N
N
N
PETSMART INC
N/A
ARGOS MERGER SUB INC 7.125% 03/15/2023 144A
04021LAA8
6100000.00000000
PA
USD
6110980.00000000
0.085173719395
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.07125000
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE 5.5% 06/01/24
864486AH8
1268000.00000000
PA
USD
1287020.00000000
0.017938248911
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.05500000
N
N
N
N
N
N
AMN HEALTHCARE
549300H27NUKBFFQEE84
AMN HEALTHCARE 4.625% 10/01/2027 144A
00175PAB9
2065000.00000000
PA
USD
2142437.50000000
0.029860901270
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04625000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 5.375% 08/01/2028 144A
44267DAD9
2985000.00000000
PA
USD
3138040.95000000
0.043737439711
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.05375000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 01/15/2028 144A
87470LAD3
2290000.00000000
PA
USD
2249925.00000000
0.031359042348
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
LCPR SENIOR SECURED FINANCING DESIGNATED ACTIVITY COMPANY
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DESIGNATED ACTIVITY COMPANY 6.75% 10/15/2027 144A
50201DAA1
345000.00000000
PA
USD
370443.75000000
0.005163177103
Long
DBT
CORP
IE
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 3.5% 02/15/2028 144A
750098AB1
1100000.00000000
PA
USD
1078693.00000000
0.015034625362
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.03500000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 6.75% 05/01/2025
552953CG4
6325000.00000000
PA
USD
6771734.75000000
0.094383198016
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06750000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.75% 04/15/2026 144A
74166MAC0
462000.00000000
PA
USD
497805.00000000
0.006938314866
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05750000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.875% 07/01/2028
02406PBA7
550000.00000000
PA
USD
581944.00000000
0.008111028830
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.06875000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 9.375% 04/01/2027 144A
75606DAG6
690000.00000000
PA
USD
759000.00000000
0.010578802912
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.09375000
N
N
N
N
N
N
CD and R SMOKEY BUYER INC
N/A
CD and R SMOKEY BUYER INC 6.75% 07/15/2025 144A
12510CAA9
170000.00000000
PA
USD
180625.00000000
0.002517518150
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06750000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 8.25% 01/15/2029 144A
75281ABH1
520000.00000000
PA
USD
558844.00000000
0.007789065263
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.08250000
N
N
N
N
N
N
PHOTO HLDGS MERGER SUB INC
N/A
PHOTO HLDGS MERGER SUB INC 8.5% 10/01/2026 144A
719245AD4
1605000.00000000
PA
USD
1721715.60000000
0.023996956526
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.08500000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 4.875% 02/15/2030 144A
11283YAD2
2379000.00000000
PA
USD
2407405.26000000
0.033553973353
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 4.5% 09/01/2026
55303XAB1
3050000.00000000
PA
USD
3233000.00000000
0.045060961548
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04500000
N
N
N
N
N
N
BBA US HOLDINGS INC
213800CSNQ87U1MC8N11
BBA US HOLDINGS INC 5.375% 05/01/2026 144A
05545MAA0
2530000.00000000
PA
USD
2586925.00000000
0.036056086592
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05375000
N
N
N
N
N
N
UKG INC
N/A
ULTIMATE SOFTWARE TERM B 1LN 05/03/2026
90385KAG6
5646362.50000000
PA
USD
5678490.30000000
0.079145757210
Long
LON
CORP
US
N
2
2026-05-03
Variable
0.04750000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 3.375% 08/31/2027 144A
74166MAF3
47000.00000000
PA
USD
45819.36000000
0.000638621843
Long
DBT
CORP
US
N
2
2027-08-31
Fixed
0.03375000
N
N
N
N
N
N
CENTURY CMNTYS INC
5299002QMB2O7ZL1CA26
CENTURY COMMUNITIES INC 6.75% 06/01/2027
156504AL6
1450000.00000000
PA
USD
1544250.00000000
0.021523473514
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06750000
N
N
N
N
N
N
CROWNROCK L P / CROWNROCK FIN INC
N/A
CROWNROCK LP / CROWNROCK FIN INC 5.625% 10/15/2025 144A
228701AF5
350000.00000000
PA
USD
353500.00000000
0.004927018220
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05625000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
NEW GOLD INC 6.375% 05/15/2025 144A
644532AA1
1895000.00000000
PA
USD
1956587.50000000
0.027270558027
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.06375000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.375% 11/15/2027
235825AF3
2570000.00000000
PA
USD
2685650.00000000
0.037432097551
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05375000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 6.625% 07/15/2027 144A
87724RAG7
2498000.00000000
PA
USD
2672860.00000000
0.037253832875
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06625000
N
N
N
N
N
N
SRM ESCROW ISSUER LLC
N/A
SRM ESCROW ISSUER LLC 6% 11/01/2028 144A
85236FAA1
3100000.00000000
PA
USD
3220125.00000000
0.044881512158
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.06000000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.375% 06/01/2029 144A
1248EPCB7
6405000.00000000
PA
USD
6902796.60000000
0.096209914064
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05375000
N
N
N
N
N
N
PQ CORP
2H1FRGMQKKSWC9PFJY28
PQ TERM B 1LN 02/07/2027
69353FBA1
1139784.50000000
PA
USD
1140639.34000000
0.015898022097
Long
LON
CORP
US
N
2
2027-02-07
Variable
0.00000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 8.125% 02/01/2027 144A
02156LAA9
6835000.00000000
PA
USD
7450218.35000000
0.103839778100
Long
DBT
CORP
FR
N
2
2027-02-01
Fixed
0.08125000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC OKLA
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OKLA 4.375% 01/15/2028
212015AS0
1240000.00000000
PA
USD
1304752.80000000
0.018185405428
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04375000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 4.25% 07/01/2028 144A
527298BR3
5915000.00000000
PA
USD
5998460.65000000
0.083605445314
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04250000
N
N
N
N
N
N
GAINWELL ACQUISITION CORP
N/A
GAINWELL TERM B 1LN 10/01/2027
59909TAC8
6005000.00000000
PA
USD
5985003.35000000
0.083417879932
Long
LON
CORP
US
N
2
2027-10-01
Variable
0.04750000
N
N
N
N
N
N
ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP
N/A
ZOOMINFO TECHNOLOGIES LLC/ZOOMINFO FINANCE CORP 3.875% 02/01/2029 144A
98981BAA0
420000.00000000
PA
USD
416850.00000000
0.005809978911
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.03875000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4.5% 10/01/2029
16411QAG6
1440000.00000000
PA
USD
1515600.00000000
0.021124155064
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.125% 01/01/2031
674599EF8
3110000.00000000
PA
USD
3474492.00000000
0.048426832790
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
0.06125000
N
N
N
N
N
N
PIKE CORP
549300P4EKEP6HK0NC58
PIKE CORP 5.5% 09/01/2028 144A
721283AA7
4539000.00000000
PA
USD
4720560.00000000
0.065794300231
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05500000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA TERM B-5 01/02/2024
N/A
1184000.00000000
PA
USD
1206200.00000000
0.016811794562
Long
LON
CORP
LU
N
2
2024-01-02
Fixed
0.08625000
N
N
N
N
N
N
TRIMAS CORP
75G1WUQ8QK4P5MZOYD78
TRIMAS CORP 4.875% 10/15/2025 144A
896215AG5
812000.00000000
PA
USD
828240.00000000
0.011543857343
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.04875000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 3.875% 02/15/2028 144A
683715AC0
875000.00000000
PA
USD
889218.75000000
0.012393767987
Long
DBT
CORP
CA
N
2
2028-02-15
Fixed
0.03875000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 5.35% 11/1/43
988498AK7
1490000.00000000
PA
USD
1609200.00000000
0.022428734712
Long
DBT
CORP
US
N
2
2043-11-01
Fixed
0.05350000
N
N
N
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 6% 01/15/2027 144A
63861CAA7
2662000.00000000
PA
USD
2795100.00000000
0.038957591594
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
SALLY HOLDINGS LLC / SALLY CAP INC
N/A
SALLY HOLDINGS LLC / CAP INC 5.5% 11/01/2023
79546VAK2
3000000.00000000
PA
USD
3015000.00000000
0.042022517497
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.05500000
N
N
N
N
N
N
STERICYCLE INC
B8PTJH2P0AXSWSMP2136
STERICYCLE INC 3.875% 01/15/2029 144A
858912AG3
1815000.00000000
PA
USD
1827977.25000000
0.025478011931
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LIMITED 5.375% 05/15/2024 144A
55300RAA9
670000.00000000
PA
USD
686750.00000000
0.009571795652
Long
DBT
CORP
KY
N
2
2024-05-15
Fixed
0.05375000
N
N
N
N
N
N
CCM MERGER INC
549300P77RSBKKFME089
CCM MERGER INC 6.375% 05/01/2026 144A
14985VAE1
450000.00000000
PA
USD
477000.00000000
0.006648338589
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.06375000
N
N
N
N
N
N
WILLIAMS SCOTSMAN INTL INC
549300V3TCHCBOBTGH07
WILLIAMS SCOTSMAN INTL INC 4.625% 08/15/2028 144A
96950GAE2
405000.00000000
PA
USD
416137.50000000
0.005800048217
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04625000
N
N
N
N
N
N
AMSTED INDUSTRIES INC
N2VLGYMEEBIU3PFSUY86
AMSTED INDUSTRIES INC 4.625% 05/15/2030 144A
032177AJ6
1490000.00000000
PA
USD
1558465.50000000
0.021721606548
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04625000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
AMERICAN AIRLINES GROUP CDS SWAP 5% 12/20/2021
N/A
545000.00000000
NC
USD
-6366.25000000
-0.00008873162
N/A
DCR
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
AMERICAN AIRLS GROUP INC
AMERICAN AIRLS GROUP INC 5% 06/01/2022 144A
Y
2021-12-20
0.00000000
USD
28639.05000000
USD
545000.00000000
USD
22272.80000000
N
N
N
VENATOR FINANCE SARL / VENATOR MATERIALS CORP
N/A
VENATOR FINANCE SARL / VENATOR MATERIALS CORP 5.75% 07/15/2025 144A
9226APAA3
2985000.00000000
PA
USD
2932762.50000000
0.040876306292
Long
DBT
CORP
LU
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5% 02/01/2028 144A
1248EPBX0
11253000.00000000
PA
USD
11787517.50000000
0.164292258837
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 4.625% 09/15/2027 144A
527298BN2
5595000.00000000
PA
USD
5789146.50000000
0.080688063048
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04625000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.5% 09/15/2027 144A
65342QAB8
1275000.00000000
PA
USD
1419967.50000000
0.019791246804
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 4.875% 01/15/2030 144A
98955DAA8
2020000.00000000
PA
USD
2108375.00000000
0.029386144387
Long
DBT
CORP
NL
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
SOTHEBYS
549300P5BAAMQQ7VL735
SOTHEBYS 7.375% 10/15/2027 144A
835898AH0
5835000.00000000
PA
USD
6301800.00000000
0.087833333587
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07375000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
BCPE CYCLE MERGER SUB II INC 10.625% 07/15/2027 144A
07335BAA4
1000000.00000000
PA
USD
1095000.00000000
0.015261909339
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.10625000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/EUR settle 2021-05-21
N/A
1.00000000
NC
N/A
2207.39000000
0.000030766197
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
886668.01000000
EUR
1073982.12000000
USD
2021-05-21
2207.39000000
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.125% 03/25/2024
78442FET1
2435000.00000000
PA
USD
2567390.95000000
0.035783824583
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.06125000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE FIN YANK 7.75% 12/15/29
03746AAA8
200000.00000000
PA
USD
230000.00000000
0.003205697852
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.07750000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.625% 12/01/2030 144A
126307BD8
19862000.00000000
PA
USD
19806982.26000000
0.276066089085
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04625000
N
N
N
N
N
N
COOPER STANDARD AUTO INC
ITCH5B3Q4RTX2PH9UN62
COOPER STANDARD AUTO INC 5.625% 11/15/2026 144A
216762AF1
800000.00000000
PA
USD
695440.00000000
0.009692915279
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
0.05625000
N
N
N
N
N
N
VALEANT PHARMACEUTICALS INTL INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL INC 8.5% 01/31/2027 144A
91911XAW4
9609000.00000000
PA
USD
10629956.25000000
0.148158382259
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
0.08500000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 4.75% 06/01/2026
038522AN8
2450000.00000000
PA
USD
2486750.00000000
0.034659865799
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.04750000
N
N
N
N
N
N
TTM TECHNOLOGIES INC
549300SC4BDOIS008048
TTM TECHNOLOGIES INC 4% 03/01/2029 144A
87305RAK5
1375000.00000000
PA
USD
1390468.75000000
0.019380098632
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04000000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
ALCOA INC GLB 5.95 2/1/37
013817AK7
105000.00000000
PA
USD
126257.25000000
0.001759750413
Long
DBT
CORP
US
N
2
2037-02-01
Fixed
0.05950000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.125% 05/15/2029
23311VAH0
5200000.00000000
PA
USD
5510544.00000000
0.076804952457
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05125000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.25% 05/01/2025 144A
983793AH3
4940000.00000000
PA
USD
5305807.00000000
0.073951365670
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
FOUNDATION BUILDING MATERIALS INC
549300ZVE6MONHB01I28
FOUNDATION BUILDING MATERIALS INC 6% 03/01/2029 144A
350392AA4
575000.00000000
PA
USD
573562.50000000
0.007994209018
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06000000
N
N
N
N
N
N
BLUE RACER MIDSTREAM LLC / BLUE RACER FIN CORP
N/A
BLUE RACER MS LLC / BR FIN CORP 7.625% 12/15/2025 144A
095796AH1
500000.00000000
PA
USD
537605.00000000
0.007493039973
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07625000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 6.625% 07/15/2025 144A
29260FAF7
828000.00000000
PA
USD
870294.24000000
0.012130001634
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06625000
N
N
N
N
N
N
ADIENT GLOBAL HOLDINGS LTD
213800VA38VCKE6M8790
ADIENT GLOBAL HOLDINGS LTD 4.875% 08/15/2026 144A
00687YAA3
5415000.00000000
PA
USD
5469150.00000000
0.076228010471
Long
DBT
CORP
JE
N
2
2026-08-15
Fixed
0.04875000
N
N
N
N
N
N
OVINTIV INC
N/A
ENCANA CORP 6.625% 8/15/37
292505AE4
250000.00000000
PA
USD
308982.02000000
0.004306534773
Long
DBT
CORP
US
N
2
2037-08-15
Fixed
0.06625000
N
N
N
N
N
N
AFFINITY GAMING LLC
N/A
AFFINITY GAMING LLC 6.875% 12/15/2027 144A
00842XAA7
3085000.00000000
PA
USD
3270100.00000000
0.045578054550
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.06875000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP 6.0% 06/01/25
59001AAY8
1000000.00000000
PA
USD
1122500.00000000
0.015645199300
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06000000
N
N
N
N
N
N
ASSUREDPARTNERS INC
549300HNDSDQWQ3L2P80
ASSUREDPARTNERS INC 5.625% 01/15/2029 144A
04624VAB5
1830000.00000000
PA
USD
1839150.00000000
0.025633735673
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 6.5% 07/15/2027
87612BBL5
1300000.00000000
PA
USD
1397708.00000000
0.019480997972
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.06500000
N
N
N
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 6% 02/15/2028 144A
667449AC6
390000.00000000
PA
USD
392437.50000000
0.005469721960
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.625% 02/15/2027 144A
92840VAB8
12792000.00000000
PA
USD
13367640.00000000
0.186315716683
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3% 02/15/2027
674599CM5
1315000.00000000
PA
USD
1234541.73000000
0.017206816401
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03000000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALI 7.2% 7/18/36
87927VAR9
1278000.00000000
PA
USD
1638779.40000000
0.022841006968
Long
DBT
CORP
LU
N
2
2036-07-18
Fixed
0.07200000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AA1
665000.00000000
PA
USD
683287.50000000
0.009523535961
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
ADVANCED DRAIN SYS INC DEL
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAIN SYS INC DEL 5% 09/30/2027 144A
00790RAA2
4950000.00000000
PA
USD
5197500.00000000
0.072441802551
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05000000
N
N
N
N
N
N
LHMC FINCO SARL
254900KUJN6DHWH2K029
LHMC FINCO SARL 7.875% 12/20/2023 144A
50200RAA1
1565000.00000000
PA
USD
1574781.25000000
0.021949012481
Long
DBT
CORP
LU
N
2
2023-12-20
Fixed
0.07875000
N
N
N
N
N
N
MERITOR INC
5LTG829X630QFHTFBO82
MERITOR INC 6.25% 06/01/2025 144A
59001KAG5
735000.00000000
PA
USD
782775.00000000
0.010910174505
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06250000
N
N
N
N
N
N
FAIRSTONE FINANCIAL INC
549300CWWT866A22GS52
FAIRSTONE FINANCIAL INC 7.875% 07/15/2024 144A
30575FAA6
1550000.00000000
PA
USD
1626477.00000000
0.022669538372
Long
DBT
CORP
CA
N
2
2024-07-15
Fixed
0.07875000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO FRN PERP
369604BQ5
2795000.00000000
PA
USD
2664194.00000000
0.037133047755
Long
EP
CORP
US
N
2
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 4.625% 03/01/2030 144A
57701RAM4
2675000.00000000
PA
USD
2778656.25000000
0.038728401620
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
0.04625000
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 4% 01/15/2030
361841AP4
1000000.00000000
PA
USD
1063300.00000000
0.014820080548
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04000000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLDINGS LLC
549300MWJHNLR35C0837
LIONS GATE CAPITAL HOLDINGS LLC 6.375% 02/01/2024 144A
53627NAC5
1530000.00000000
PA
USD
1561686.30000000
0.021766497468
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.06375000
N
N
N
N
N
N
NEW ENTERPRISE STONE and LIME CO INC
549300O5DQ5Y61B8VF38
NEW ENTERP STONE and LIME CO INC 6.25% 03/15/2026 144A
644274AF9
1055000.00000000
PA
USD
1086650.00000000
0.015145528570
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC 5.25% 09/15/2024
98212BAE3
2700000.00000000
PA
USD
3000375.00000000
0.041818676927
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05250000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC / ACRISURE FINANCE INC 7% 11/15/2025 144A
00489LAA1
1160000.00000000
PA
USD
1189000.00000000
0.016572064114
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07000000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 5.375% 07/15/2026 144A
05605HAA8
1925000.00000000
PA
USD
1992375.00000000
0.027769357644
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05375000
N
N
N
N
N
N
VENATOR FINANCE SARL / VENATOR MATERIALS CORP
N/A
VENATOR FINANCE SARL / VENATOR MATERIALS CORP 9.5% 07/01/2025 144A
9226ALAA2
825000.00000000
PA
USD
932250.00000000
0.012993529664
Long
DBT
CORP
LU
N
2
2025-07-01
Fixed
0.09500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 4.5% 07/01/2028 144A
366651AC1
1505000.00000000
PA
USD
1580250.00000000
0.022025234917
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.04500000
N
N
N
N
N
N
HOME POINT CAPITAL INC
N/A
HOME POINT CAPITAL INC 5% 02/01/2026 144A
43734LAA4
2555000.00000000
PA
USD
2542225.00000000
0.035433066184
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5.5% 07/01/2029 144A
82967NBC1
5895000.00000000
PA
USD
6379569.00000000
0.088917263657
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
0.05500000
N
N
N
N
N
N
PATTERN ENERGY OP LP/PAT
254900P898KPCM50SP51
PATTERN ENERGY OP LP/PAT 4.5% 08/15/2028 144A
70339PAA7
795000.00000000
PA
USD
827207.44000000
0.011529465711
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04500000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 4.625% 08/01/2029 144A
00653VAC5
2350000.00000000
PA
USD
2353736.50000000
0.032805948011
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
NORTHWEST FIBER LLC
254900LE3FBC16P2QY79
ZIPLY FIBER TERM B 1LN 04/30/2027
66743UAE6
1735000.00000000
PA
USD
1740430.55000000
0.024257802069
Long
LON
CORP
US
N
2
2027-04-30
Variable
0.03865880
N
N
N
N
N
N
INFORMATICA CORP
5493007SV33RZV7RPS40
INFORMATICA CORP TERM B 2LN 02/14/2025
45673YAE6
475000.00000000
PA
USD
485986.75000000
0.006773594263
Long
LON
CORP
US
N
2
2025-02-14
Fixed
0.07125000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
COLT MERGER SUB INC 5.75% 07/01/2025 144A
12770RAA1
895000.00000000
PA
USD
939750.00000000
0.013098063289
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.05750000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6.875% 04/15/2029 144A
12543DBJ8
2215000.00000000
PA
USD
2273586.75000000
0.031688835483
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06875000
N
N
N
N
N
N
BOOZ ALLEN AND HAMILTON INC
549300D7XCH2480XU542
BOOZ ALLEN AND HAMILTON INC 3.875% 09/01/2028 144A
09951LAA1
2275000.00000000
PA
USD
2330180.13000000
0.032477623643
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
SSL ROBOTICS LLC
N/A
SSL ROBOTICS LLC 9.75% 12/31/2023 144A
78472GAA7
2687000.00000000
PA
USD
3009440.00000000
0.041945023236
Long
DBT
CORP
US
N
2
2023-12-31
Fixed
0.09750000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 6.25% 02/15/2022 144A
460599AB9
655000.00000000
PA
USD
667281.25000000
0.009300443782
Long
DBT
CORP
GB
N
2
2022-02-15
Fixed
0.06250000
N
N
N
N
N
N
POWER TEAM SERVICES LLC
549300J2G34D0WX8Z443
POWER TEAM SERVICES LLC 9.033% 12/04/2025 144A
73939VAA2
2385000.00000000
PA
USD
2641387.50000000
0.036815174937
Long
DBT
CORP
US
N
2
2025-12-04
Fixed
0.09033000
N
N
N
N
N
N
ENLINK MIDSTRM PRTNRS LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTRM PRTNRS LP 4.4% 04/01/2024
29336UAB3
380000.00000000
PA
USD
382850.00000000
0.005336093142
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.04400000
N
N
N
N
N
N
XPLORNET COMMUNICATIONS INC
2138007ZVGYYNWEGU394
XPLORNET TERM 1LN 06/10/2027
N/A
4330993.11000000
PA
USD
4350612.51000000
0.060638039909
Long
LON
CORP
CA
N
2
2027-06-10
Variable
0.04864500
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 6.5% 01/15/2026
87264AAP0
4500000.00000000
PA
USD
4640625.00000000
0.064680180849
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.06500000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 7.125% 03/15/2026
85172FAN9
5714000.00000000
PA
USD
6599670.00000000
0.091984991062
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07125000
N
N
N
N
N
N
MCAFEE LLC
549300713UKUTLV9T378
MCAFEE TERM B 09/29/2024
57906PAG4
4491613.31000000
PA
USD
4500282.12000000
0.062724107506
Long
LON
CORP
US
N
2
2024-09-29
Variable
0.03864500
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 6.5% 01/15/2025 144A
552704AD0
1750000.00000000
PA
USD
1804687.50000000
0.025153403663
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
0.06500000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME INC 8% 04/15/2026 144A
53190FAC9
770000.00000000
PA
USD
779625.00000000
0.010866270382
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.08000000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 4.125% 08/15/2030 144A
92564RAE5
1850000.00000000
PA
USD
1924000.00000000
0.026816359424
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04125000
N
N
N
N
N
N
T-MOBILE US INC
549300QHIJYOHPACPG31
T-MOBILE US INC
872590104
10900.00000000
NS
USD
1307673.00000000
0.018226106641
Long
EC
CORP
US
N
1
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 5.5% 01/15/2030 144A
46590XAB2
8200000.00000000
PA
USD
9184000.00000000
0.128004909020
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.875% 03/01/2026 144A
335934AR6
3545000.00000000
PA
USD
3686800.00000000
0.051385942789
Long
DBT
CORP
CA
N
2
2026-03-01
Fixed
0.06875000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC 3.375% 01/15/2031 144A
853496AH0
950000.00000000
PA
USD
909425.50000000
0.012675405965
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03375000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2 LP / PANTHER FIN CO INC
N/A
PANTHER BF AGGREGATOR 2 LP 8.5% 05/15/2027
69867DAC2
7420000.00000000
PA
USD
8006180.00000000
0.111588669697
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.08500000
N
N
N
N
N
N
VERTICAL US NEWCO INC
549300C2AFWPAYWS5574
VERTICAL US NEWCO INC 5.25% 07/15/2027 144A
92537RAA7
9600000.00000000
PA
USD
10008000.00000000
0.139489670021
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05250000
N
N
N
N
N
N
JOSEPH T RYERSON and SON INC
54930086XMNNXPXPWJ34
JOSEPH T RYERSON and SON INC 8.5% 08/01/2028 144A
48088LAB3
1395000.00000000
PA
USD
1527525.00000000
0.021290363529
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.08500000
N
N
N
N
N
N
ADMI CORP
5493008U1LYGMQWO7N12
ASPEN DENTAL TERM 1LN B 12/23/2027
00709LAG2
1440000.00000000
PA
USD
1433059.20000000
0.019973716519
Long
LON
CORP
US
N
2
2027-12-23
Variable
0.00000000
N
N
N
N
N
N
SERVICE PPTYS TR
529900IS770AG1K9QG27
HOSPITALITY PROP TRUST 4.375% 02/15/2030
44106MAY8
2690000.00000000
PA
USD
2501700.00000000
0.034868236160
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04375000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 5% 09/01/2027
35671DCC7
570000.00000000
PA
USD
609626.40000000
0.008496861048
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.05000000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 6.2 10/1/40
577081AU6
2500000.00000000
PA
USD
2950000.00000000
0.041116559408
Long
DBT
CORP
US
N
2
2040-10-01
Fixed
0.06200000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.125% 03/15/2024
85172FAP4
1395000.00000000
PA
USD
1499625.00000000
0.020901498441
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.06125000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 2.375% 03/15/2024
25470MAD1
2959000.00000000
PA
USD
2797314.29000000
0.038988453962
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
0.02375000
N
N
N
N
N
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.125% 09/01/2023 144A
983793AF7
500000.00000000
PA
USD
508125.00000000
0.007082153135
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
0.06125000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.625% 07/15/2027
23311VAJ6
3375000.00000000
PA
USD
3652526.25000000
0.050908241542
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
SURGERY CENTER HLDGS INC
54930054EVI5HWPPW113
SURGERY CENTER HLDGS INC 10% 04/15/2027 144A
86881WAD4
1600000.00000000
PA
USD
1780032.00000000
0.024809759822
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10000000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
OLIN CORP 5.125% 09/15/2027
680665AJ5
1495000.00000000
PA
USD
1550202.13000000
0.021606433211
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05125000
N
N
N
N
N
N
TRANSOCEAN PROTEUS LTD
5493000CTMQ2LH21VM89
TRANSOCEAN PROTEUS LTD 6.25% 12/01/2024 144A
893829AA9
729000.00000000
PA
USD
703485.00000000
0.009805045015
Long
DBT
CORP
KY
N
2
2024-12-01
Fixed
0.06250000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 7.625% 02/01/2029 144A
03674XAQ9
2275000.00000000
PA
USD
2425718.75000000
0.033809223421
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.07625000
N
N
N
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 5.875% 10/01/2028 144A
70052LAB9
3215000.00000000
PA
USD
3386761.38000000
0.047204059486
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05875000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 5.5% 12/15/2027 144A
013822AE1
1340000.00000000
PA
USD
1420400.00000000
0.019797274909
Long
DBT
CORP
NL
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC 3.75% 10/01/2030 144A
366651AE7
1685000.00000000
PA
USD
1706062.50000000
0.023778786486
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.03750000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 5.291% 12/8/46
345370CS7
6425000.00000000
PA
USD
6786406.25000000
0.094587686694
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
0.05291000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING TERM B 1LN 07/12/2024
02083JAD6
1047375.00000000
PA
USD
1049124.12000000
0.014622499731
Long
LON
CORP
US
N
2
2024-07-12
Variable
0.04750000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 5.5% 04/01/2026 144A
159864AC1
735000.00000000
PA
USD
766237.50000000
0.010679677861
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.05500000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 4.75% 03/15/2026 144A
87901JAF2
500000.00000000
PA
USD
532500.00000000
0.007421887418
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.04750000
N
N
N
N
N
N
SEVEN GENERATIONS ENERGY LTD
549300XZHTA2VXQWAL67
SEVEN GENERATIONS ENERGY LTD 5.375% 09/30/2025 144A
81783QAC9
4435000.00000000
PA
USD
4607078.00000000
0.064212608911
Long
DBT
CORP
CA
N
2
2025-09-30
Fixed
0.05375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.3% 08/15/2039
674599CX1
330000.00000000
PA
USD
292875.00000000
0.004082038080
Long
DBT
CORP
US
N
2
2039-08-15
Fixed
0.04300000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.45% 07/15/2024
674599DA0
525000.00000000
PA
USD
519750.00000000
0.007244180255
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.03450000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE BV
549300FNENFFSMO3GT38
PETROBRAS GLOBAL FINANCE BV 7.375% 01/17/2027
71647NAS8
1180000.00000000
PA
USD
1436060.00000000
0.020015541120
Long
DBT
CORP
NL
N
2
2027-01-17
Fixed
0.07375000
N
N
N
N
N
N
CIT GROUP INC NEW
N8O96ZZJQRFYQUJY7K79
CIT GROUP INC NEW 6.125% 03/09/2028
125581GX0
625000.00000000
PA
USD
773437.50000000
0.010780030141
Long
DBT
CORP
US
N
2
2028-03-09
Fixed
0.06125000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 6% 2/15/25 144A
03969AAL4
1523000.00000000
PA
USD
1574325.10000000
0.021942654746
Long
DBT
CORP
IE
N
2
2025-02-15
Fixed
0.06000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.125% 10/01/2028 144A
88033GDJ6
16605000.00000000
PA
USD
17480083.50000000
0.243634200575
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06125000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.625% 02/15/2029
87264ABS3
1175000.00000000
PA
USD
1150031.25000000
0.016028924817
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.02625000
N
N
N
N
N
N
CLOUD CRANE LLC
N/A
CLOUD CRANE LLC 10.125% 08/01/2024 144A
18911YAA3
2265000.00000000
PA
USD
2378250.00000000
0.033147612682
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10125000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.875% 09/15/2023
85207UAF2
5150000.00000000
PA
USD
5945932.50000000
0.082873317585
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
0.07875000
N
N
N
N
N
N
NGL ENERGY PARTNERS LP / NGL ENERGY FIN CORP
N/A
NGL ENERGY PARTNERS LP / NGL ENERGY FINANCE CORP 7.5% 11/01/2023
62913TAJ1
2985000.00000000
PA
USD
2864704.50000000
0.039927726360
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.07500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 8.375% 05/01/2027
45174HBD8
8650000.00000000
PA
USD
9172287.00000000
0.127841655372
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.08375000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 5.625% 10/01/2028 144A
65409QBD3
4824000.00000000
PA
USD
5082566.40000000
0.070839879096
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05625000
N
N
N
N
N
N
TRANSOCEAN PHOENIX 2 LTD
N/A
TRANSOCEAN PHOENIX 2 LTD 7.75% 10/15/2024 144A
893828AA1
201000.00000000
PA
USD
198990.00000000
0.002773486154
Long
DBT
CORP
KY
N
2
2024-10-15
Fixed
0.07750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 7.25% 05/15/2026
629377CA8
4410000.00000000
PA
USD
4590810.00000000
0.063985868508
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.07250000
N
N
N
N
N
N
AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC
549300H5GQ4C1BEKG397
AMERICAN BLDRS and CONTRACTORS SUPPLY CO INC 5.875% 05/15/2026 144A
024747AE7
1770000.00000000
PA
USD
1829348.10000000
0.025497118587
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05875000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 4.75% 1/15/43
345370CQ1
5440000.00000000
PA
USD
5502560.00000000
0.076693672928
Long
DBT
CORP
US
N
2
2043-01-15
Fixed
0.04750000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 6.125% 05/15/2028 144A
013822AC5
940000.00000000
PA
USD
1019900.00000000
0.014215179302
Long
DBT
CORP
NL
N
2
2028-05-15
Fixed
0.06125000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 7.5% 05/15/2025 144A
90353TAF7
540000.00000000
PA
USD
580505.40000000
0.008090977886
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07500000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MELCO RESORTS FIN LTD 5.375% 12/04/2029 144A
58547DAD1
1455000.00000000
PA
USD
1539797.40000000
0.021461413991
Long
DBT
CORP
KY
N
2
2029-12-04
Fixed
0.05375000
N
N
N
N
N
N
P and L DEVELOPMENT LLC/PLD FINANCE CORP
N/A
P and L DEVELOPMENT LLC/PLD FINANCE CORP 7.75% 11/15/2025 144A
69306RAA4
1950000.00000000
PA
USD
2071875.00000000
0.028877414076
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07750000
N
N
N
N
N
N
MERITAGE HOMES CORP
52990044W9UMFJO2FB97
MERITAGE HOMES CORP 5.125% 06/06/2027
59001ABA9
1836000.00000000
PA
USD
2060910.00000000
0.028724585915
Long
DBT
CORP
US
N
2
2027-06-06
Fixed
0.05125000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON TERM B DD 1LN 08/03/2028
N/A
2359375.00000000
PA
USD
2368222.66000000
0.033007853455
Long
LON
CORP
US
N
2
2026-08-03
Variable
0.00000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 5.5% 05/15/2029 144A
92769XAP0
1110000.00000000
PA
USD
1189720.20000000
0.016582102129
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
0.05500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HLDGS LLC 5.5% 04/15/2027 144A
126307AQ0
3510000.00000000
PA
USD
3693222.00000000
0.051475451448
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
ALLIANCE DATA SYSTEMS CORP
549300G8S4PO686J7H97
ALLIANCE DATA SYSTEMS CORP 4.75% 12/15/2024 144A
018581AK4
1775000.00000000
PA
USD
1810500.00000000
0.025234417223
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.04750000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 5.875% 04/15/2026
87612BBJ0
715000.00000000
PA
USD
744529.50000000
0.010377115735
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05875000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 4.75% 10/01/2027 144A
019736AE7
675000.00000000
PA
USD
696937.50000000
0.009713787160
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04750000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL INC NEW
225YDZ14ZO8E1TXUSU86
MARRIOTT INTERNATIONAL INC NEW 5.75% 05/01/2025
571903BD4
645000.00000000
PA
USD
744760.37000000
0.010380333558
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05750000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
ADIENT US LLC 9% 04/15/2025 144A
00688JAB3
4605000.00000000
PA
USD
5100037.50000000
0.071083388086
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.09000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.93% 05/01/2060
097023CX1
1200000.00000000
PA
USD
1574469.61000000
0.021944668900
Long
DBT
CORP
US
N
2
2060-05-01
Fixed
0.05930000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC 5.25% 04/15/2024 144A
74166MAB2
910000.00000000
PA
USD
970287.50000000
0.013523689368
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.05250000
N
N
N
N
N
N
VALVOLINE INC
549300CMHPBEY6VPOT75
VALVOLINE INC 3.625% 06/15/2031 144A
92047WAG6
1775000.00000000
PA
USD
1748375.00000000
0.024368530358
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
0.03625000
N
N
N
N
N
N
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC
N/A
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 4.625% 06/15/2025 144A
47010LAB8
210000.00000000
PA
USD
218765.40000000
0.003049112056
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
WELBILT INC
549300UR3W71YLZWI068
MANITOWOC FOODSERVICE INC 9.5% 02/15/2024
563568AB0
400000.00000000
PA
USD
409500.00000000
0.005707535958
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.09500000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 3.875% 02/15/2027
78410GAD6
1210000.00000000
PA
USD
1254201.30000000
0.017480827885
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.03875000
N
N
N
N
N
N
ARCONIC ROLLED PRODUCTS CORP
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUCTS CORP 6% 05/15/2025 144A
03966VAB3
525000.00000000
PA
USD
557812.50000000
0.007774688405
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06000000
N
N
N
N
N
N
PBF HLDG CO LLC / PBF FIN CORP
N/A
PBF HLDG CO LLC / PBF FIN CORP 9.25% 05/15/2025 144A
69318FAK4
6880000.00000000
PA
USD
6705936.00000000
0.093466107096
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.09250000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B-6 11/03/2023
04649VAV2
514701.14000000
PA
USD
513630.56000000
0.007158888621
Long
LON
CORP
US
N
2
2023-11-03
Variable
0.03114500
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 6.25% 01/15/2027 144A
460599AD5
4881000.00000000
PA
USD
5527732.50000000
0.077044522621
Long
DBT
CORP
GB
N
2
2027-01-15
Fixed
0.06250000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.75% 02/01/2029 144A
431318AU8
1120000.00000000
PA
USD
1141000.00000000
0.015903048910
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
AVANTOR INC
5493003VM0XB4U8YD238
AVANTOR INC SER A 6.25% PC 05/15/2022
05352A209
46600.00000000
NS
USD
4089274.47000000
0.056995558198
Long
EP
CORP
US
N
2
N
N
N
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC
N/A
NORTHWEST FIBER LLC/NORTHWEST FIBER FINANCE SUB INC 10.75% 06/01/2028 144A
667449AA0
2286000.00000000
PA
USD
2628900.00000000
0.036641126450
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.10750000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 4.5% 02/15/2028 144A
857691AG4
4844000.00000000
PA
USD
4825835.00000000
0.067261603889
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
HUGHES SATELLITE SYS CORP
N/A
HUGHES SATELLITE SYS CORP 6.625% 08/01/2026
444454AF9
3210000.00000000
PA
USD
3583644.00000000
0.049948173364
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06625000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 9.75% 08/15/2026
205768AR5
2225000.00000000
PA
USD
2419687.50000000
0.033725160964
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
TEMPO ACQUISITION LLC
549300VV0B2RPMHQGA61
ALIGHT SOLUTIONS TERM B 1LN 10/31/2026
88023HAD2
2728145.36400000
PA
USD
2730409.72000000
0.038055950326
Long
LON
CORP
US
N
2
2026-10-31
Variable
0.03364500
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4% 11/13/2030
345397B36
4390000.00000000
PA
USD
4488775.00000000
0.062563723376
Long
DBT
CORP
US
N
2
2030-11-13
Fixed
0.04000000
N
N
N
N
N
N
STATION CASINOS LLC
5493004E7Q60TX54WL62
STATION CASINOS LLC 5.0% 10/01/2025 144A
857691AF6
1715000.00000000
PA
USD
1729071.58000000
0.024099482827
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05000000
N
N
N
N
N
N
BWAY HLDG CO
549300DNGHXL0OMHW304
BWAY HLDG CO 7.25% 04/15/2025 144A
12429TAE4
2540000.00000000
PA
USD
2509869.25000000
0.034982097669
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07250000
N
N
N
N
N
N
BBA US HOLDINGS INC
213800CSNQ87U1MC8N11
BBA US HOLDINGS INC 4% 03/01/2028 144A
05545MAC6
3000000.00000000
PA
USD
3037500.00000000
0.042336118374
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04000000
N
N
N
N
N
N
PLAYTIKA HOLDING CORP
N/A
PLAYTIKA TERM B 1LN 12/10/2024
72814CAE8
3377435.06000000
PA
USD
3392633.52000000
0.047285904297
Long
LON
CORP
US
N
2
2024-12-10
Variable
0.07000000
N
N
N
N
N
N
MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP
N/A
MAGNOLIA OIL and GAS OPER LLC / MAGNOLIA OIL and GAS FIN CORP 6% 08/01/2026 144A
559665AA2
2200000.00000000
PA
USD
2268024.00000000
0.031611302893
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06000000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 7.5% 03/15/2027
893647BH9
3295000.00000000
PA
USD
3512074.60000000
0.048950652182
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.07500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.125% 01/15/2029 144A
02156LAE1
10587000.00000000
PA
USD
10645387.31000000
0.148373457546
Long
DBT
CORP
FR
N
2
2029-01-15
Fixed
0.05125000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.875% 07/01/2025 144A
501797AS3
90000.00000000
PA
USD
98325.00000000
0.001370435831
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06875000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC 3.75% 03/01/2031
431571AE8
380000.00000000
PA
USD
378575.00000000
0.005276508975
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03750000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 8.625% 06/01/2025 144A
103304BS9
1684000.00000000
PA
USD
1852400.00000000
0.025818411745
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.08625000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 4.8% 05/15/2030 144A
77340RAT4
100000.00000000
PA
USD
103512.00000000
0.001442731287
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
0.04800000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES IP LTD
N/A
DELTA AIR LINES INC / SKYMILES IP LTD 4.5% 10/20/2025 144A
830867AA5
240000.00000000
PA
USD
256333.11000000
0.003572723913
Long
DBT
CORP
US
N
2
2025-10-20
Fixed
0.04500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.75% 01/15/2030 144A
126307BA4
3390000.00000000
PA
USD
3617808.00000000
0.050424344936
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05750000
N
N
N
N
N
N
OVINTIV INC
N/A
ENCANA CORP 6.5% 02/01/2038
292505AG9
550000.00000000
PA
USD
673315.49000000
0.009384547913
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
0.06500000
N
N
N
N
N
N
GEO GROUP INC NEW
5493003VOR6NTY465495
GEO GROUP INC 6% 04/15/2026
36162JAB2
650000.00000000
PA
USD
474500.00000000
0.006613494047
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06000000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP
N/A
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 6.25% 06/15/2025 144A
69007TAD6
355000.00000000
PA
USD
376300.00000000
0.005244800442
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06250000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
N/A
MATCH GROUP INC 4.125% 08/01/2030 144A
57665RAL0
350000.00000000
PA
USD
361812.50000000
0.005042876322
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04125000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
GTECH CLEOPATRA FIN 6.5% 02/15/2025 144A
460599AC7
500000.00000000
PA
USD
552500.00000000
0.007700643753
Long
DBT
CORP
GB
N
2
2025-02-15
Fixed
0.06500000
N
N
N
N
N
N
CDW LLC / CDW FIN CORP
N/A
CDW LLC / CDW FIN CORP 3.25% 02/15/2029
12513GBF5
1605000.00000000
PA
USD
1579320.00000000
0.022012272747
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03250000
N
N
N
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
BANFF MERGER SUB INC 9.75% 09/01/2026 144A
05988LAA6
9062000.00000000
PA
USD
9656648.44000000
0.134592596363
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.09750000
N
N
N
N
N
N
CF INDS INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.15% 03/15/2034
12527GAF0
792000.00000000
PA
USD
957345.84000000
0.013343310883
Long
DBT
CORP
US
N
2
2034-03-15
Fixed
0.05150000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 5.875% 02/15/2028 144A
013092AB7
3210000.00000000
PA
USD
3418650.00000000
0.047648517228
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05875000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP 5.875% 10/15/2027 144A
35906ABE7
3934000.00000000
PA
USD
4209380.00000000
0.058669567065
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP
N/A
SHEA HOMES LTD PARTNERSHP/CORP 4.75% 02/15/2028 144A
82088KAE8
1575000.00000000
PA
USD
1626187.50000000
0.022665503374
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC
N/A
AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A
053773BE6
345000.00000000
PA
USD
356212.50000000
0.004964824548
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05750000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 8.125% 07/01/2027 144A
28470RAK8
9684000.00000000
PA
USD
10552654.80000000
0.147080968815
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.08125000
N
N
N
N
N
N
IQVIA INC
549300PLWY28YB00C717
IQVIA INC 5% 05/15/2027 144A
46266TAA6
1425000.00000000
PA
USD
1490906.25000000
0.020779978102
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 7% 01/15/2028 144A
071734AD9
4225000.00000000
PA
USD
4569844.50000000
0.063693655211
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
0.07000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 5.625% 10/01/2026
16411QAD3
3675000.00000000
PA
USD
3818692.50000000
0.053224236284
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
0.05625000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 5.5% 10/15/2027 144A
69346VAA7
6220000.00000000
PA
USD
6531559.80000000
0.091035683575
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05500000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HLD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HLD 7% 06/30/2024
16412XAD7
295000.00000000
PA
USD
342286.33000000
0.004770724143
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
0.07000000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE CL A
N/A
90000.00000000
NS
USD
1191600.00000000
0.016608302437
Long
EC
CORP
FR
N
1
N
N
N
MOOG INC
549300WM2I4U7OBAHG07
MOOG INC 4.25% 12/15/2027 144A
615394AM5
4217000.00000000
PA
USD
4332967.50000000
0.060392106993
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.75% 02/15/2044
694308HH3
875000.00000000
PA
USD
931529.76000000
0.012983491090
Long
DBT
CORP
US
N
2
2044-02-15
Fixed
0.04750000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP 6% 01/15/2029 144A
12653CAJ7
480000.00000000
PA
USD
502200.00000000
0.006999571571
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
NAVISTAR INC
4EW4JDYTYMZ6D6T42H76
NAVISTAR TERM B 11/06/2024
63937YAE1
994871.80000000
PA
USD
994623.08000000
0.013862874223
Long
LON
CORP
US
N
2
2024-11-06
Variable
0.05430000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQUISITION HOLDINGS INC 7% 12/31/2027 144A
50106GAF9
310000.00000000
PA
USD
306822.50000000
0.004276435779
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
0.07000000
N
N
N
N
N
N
H and E EQUIPMENT SERVICES INC
N/A
H and E EQUIPMENT SERVICES INC 3.875% 12/15/2028 144A
404030AJ7
6485000.00000000
PA
USD
6241812.50000000
0.086997238804
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.03875000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 9% 11/01/2027 144A
04364VAK9
1836000.00000000
PA
USD
2345490.00000000
0.032691009805
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.09000000
N
N
N
N
N
N
ASHTON WOODS USA LLC/FIN CO
N/A
ASHTON WOODS USA LLC/FIN CO 6.75% 08/01/2025 144A
045086AF2
3525000.00000000
PA
USD
3639562.50000000
0.050727555170
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06750000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.125% 10/15/2027
59151KAM0
3936000.00000000
PA
USD
4070611.20000000
0.056735432960
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.05125000
N
N
N
N
N
N
MEREDITH CORP
549300YC8BC386CCTS24
MEREDITH CORP 6.875% 02/01/2026
589433AB7
2660000.00000000
PA
USD
2714104.40000000
0.037828689764
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.06875000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 03/01/2027 144A
87470LAG6
5795000.00000000
PA
USD
5846053.95000000
0.081481228658
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.06000000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 5.25% 11/15/2024
74022DAJ9
500000.00000000
PA
USD
467500.00000000
0.006515929330
Long
DBT
CORP
CA
N
2
2024-11-15
Fixed
0.05250000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COVEY PK ENERGY LLC / COVEY PK FIN CORP 7.5% 05/15/2025 144A
22304LAA8
1510000.00000000
PA
USD
1574175.00000000
0.021940562680
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07500000
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 9.875% 08/01/2027 144A
143658BJ0
2030000.00000000
PA
USD
2334662.40000000
0.032540096701
Long
DBT
CORP
PA
N
2
2027-08-01
Fixed
0.09875000
N
N
N
N
N
N
QUICKEN LOANS INC
549300FGXN1K3HLB1R50
QUICKEN LOANS INC 5.25% 01/15/2028 144A
74840LAB8
3135000.00000000
PA
USD
3307581.75000000
0.046100468312
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05250000
N
N
N
N
N
N
ITAU UNIBANCO HOLDING SA CAYMAN ISLANDS BRANCH
BZO2P8KHO2O10H5QQ663
ITAU UNIBANCO HLDG SA KY BRH 6.125/VAR PERP 144A
46556UAB0
1515000.00000000
PA
USD
1520681.25000000
0.021194976595
Long
EP
CORP
KY
N
2
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 7% 02/15/2029 144A
92676XAF4
675000.00000000
PA
USD
685125.00000000
0.009549146699
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
0.07000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.875% 09/15/2031
674599DE2
230000.00000000
PA
USD
272550.00000000
0.003798751954
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.07875000
N
N
N
N
N
N
BWX TECHNOLOGIES INC
549300NP85N265KWMS58
BWX TECHNOLOGIES INC 4.125% 06/30/2028 144A
05605HAB6
3000000.00000000
PA
USD
3116250.00000000
0.043433721443
Long
DBT
CORP
US
N
2
2028-06-30
Fixed
0.04125000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV 5.45% 11/19/2029 144A
151290BV4
200000.00000000
PA
USD
217680.00000000
0.003033983949
Long
DBT
CORP
MX
N
2
2029-11-19
Fixed
0.05450000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BOXER PARENT CO INC 7.125% 10/02/2025 144A
103186AB8
4060000.00000000
PA
USD
4394950.00000000
0.061256007719
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
0.07125000
N
N
N
N
N
N
NUSTAR LOGISTICS LP
N62BF2PKP51FIIOIUN20
NUSTAR LOGISTICS LP 5.75% 10/01/2025
67059TAG0
4205000.00000000
PA
USD
4478325.00000000
0.062418073191
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.25% 03/15/2026
02406PAY6
1000000.00000000
PA
USD
1021240.00000000
0.014233855976
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK ESCROW CORP 9.75% 08/15/2026
205677AB3
2445000.00000000
PA
USD
2668937.55000000
0.037199162485
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP/DRAWBRIDGE SPECIAL OPPORTUNITIES FINANC
N/A
DRAWBRIDGE SPECIAL OPPORTUNITIES FUND LP/DRAWBRIDGE SPECIAL OPPORTUNITIES FINANC 3.875% 02/15/2026 144A
26150TAE9
1130000.00000000
PA
USD
1156840.82000000
0.016123835356
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03875000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP
165167735
112011.00000000
NS
USD
4948645.98000000
0.068973320823
Long
EC
CORP
US
N
1
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC STEP 08/15/23
01741RAF9
440000.00000000
PA
USD
479718.80000000
0.006686232725
Long
DBT
CORP
US
N
2
2023-08-15
Variable
0.07875000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP 8.875% 06/01/2025
85172FAS8
545000.00000000
PA
USD
598737.00000000
0.008345086586
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.08875000
N
N
N
N
N
N
WILLIAM (CARTER) CO
TGI2A0HXEYNQPU7TYV27
WILLIAM (CARTER) CO 5.625% 03/15/2027
96926JAC1
2405000.00000000
PA
USD
2532765.63000000
0.035301223218
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD 8.75% 05/25/2024 144A
25381VAA5
5370000.00000000
PA
USD
5604937.50000000
0.078120591763
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
MASONITE INTL CORP NEW
549300H0H07ZFT4JYM32
MASONITE INTL CORP NEW 5.75% 09/15/2026 144A
575385AB5
1395000.00000000
PA
USD
1450800.00000000
0.020220984539
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
0.05750000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC 6.5% 07/15/2028 144A
92552VAN0
355000.00000000
PA
USD
379104.50000000
0.005283889049
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.06500000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 7.25% 05/30/2029 144A
071734AF4
2560000.00000000
PA
USD
2836172.80000000
0.039530056754
Long
DBT
CORP
CA
N
2
2029-05-30
Fixed
0.07250000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 3.95% 06/01/25
958254AE4
400000.00000000
PA
USD
404000.00000000
0.005630877966
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.03950000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.375% 02/01/2029 144A
451102CA3
2225000.00000000
PA
USD
2224332.50000000
0.031002338773
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04375000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 4.5% 04/27/2031 144A
600814AR8
200000.00000000
PA
USD
214000.00000000
0.002982692784
Long
DBT
CORP
LU
N
2
2031-04-27
Fixed
0.04500000
N
N
N
N
N
N
RADIATE HOLDCO LLC / RADIATE FIN INC
N/A
RADIATE HOLDCO LLC / RADIATE FIN INC 4.5% 09/15/2026 144A
75026JAC4
5382000.00000000
PA
USD
5449275.00000000
0.075950996363
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.04500000
N
N
N
N
N
N
ASCEND LEARNING LLC
549300T466HKRLVCD610
ASCEND LEARNING LLC 6.875% 08/01/2025 144A
043502AB9
5085000.00000000
PA
USD
5224837.50000000
0.072822827616
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.06875000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND ENERGY TERM B 1LN 06/21/2024
10524MAN7
1437850.00000000
PA
USD
1430516.97000000
0.019938283383
Long
LON
CORP
US
N
2
2024-06-21
Variable
0.05250000
N
N
N
N
N
N
VIZIENT INC
5493007V6T3HZ7777P70
VIZIENT INC 6.25% 05/15/2027 144A
92856JAB6
125000.00000000
PA
USD
131875.00000000
0.001838049583
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.06250000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BMC TERM B 10/02/2025
05988HAB3
197353.29000000
PA
USD
197327.63000000
0.002750316346
Long
LON
CORP
US
N
2
2025-10-02
Variable
0.04370750
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY ESCROW INC 7% 05/15/2027 144A
389284AA8
2175000.00000000
PA
USD
2376187.50000000
0.033118865935
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.07000000
N
N
N
N
N
N
KAISER ALUMINUM CORP
N/A
KAISER ALUMINUM CORP 4.625% 03/01/2028 144A
483007AJ9
4239000.00000000
PA
USD
4425219.27000000
0.061677895258
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.04625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 2.9% 08/15/2024
674599CW3
4745000.00000000
PA
USD
4617739.10000000
0.064361201369
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.02900000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MCE FINANCE LTD 4.875% 06/06/2025 144A
58547DAA7
215000.00000000
PA
USD
220590.00000000
0.003074542996
Long
DBT
CORP
KY
N
2
2025-06-06
Fixed
0.04875000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5.875% 12/15/2027 144A
577081BD3
600000.00000000
PA
USD
653175.00000000
0.009103833454
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05875000
N
N
N
N
N
N
RENAISSANCE HOLDING CORP
N/A
RENAISSANCE LEARNING TERM B 2LN 05/31/2026
75972JAE4
100000.00000000
PA
USD
99700.00000000
0.001389600329
Long
LON
CORP
US
N
2
2026-05-31
Variable
0.08799380
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 6.875% 06/15/2027
48666KAX7
1550000.00000000
PA
USD
1829000.00000000
0.025492266833
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.06875000
N
N
N
N
N
N
DTZ US BORROWER LLC
N/A
DTZ US BORROWER LLC 6.75% 05/15/2028 144A
23166MAA1
1465000.00000000
PA
USD
1583738.25000000
0.022073853506
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.06750000
N
N
N
N
N
N
GROUP 1 AUTOMOTIVE INC
549300US8QAZJLWYAF63
GROUP 1 AUTOMOTIVE INC 4% 08/15/2028 144A
398905AN9
545000.00000000
PA
USD
550450.00000000
0.007672071229
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04000000
N
N
N
N
N
N
CEC BRANDS LLC
N/A
CEC BRANDS LLC WT 12/30/2025
12515M112
18027.00000000
NS
USD
0.18000000
0.000000002508
Long
EC
CORP
US
N
3
N
N
N
MPH ACQUISITION HLDGS LLC
5493002WXOPRPTXWTU06
MULTIPLAN TERM LOAN B 06/07/2023
55328HAE1
259151.29000000
PA
USD
258767.75000000
0.003606657479
Long
LON
CORP
US
N
2
2023-06-07
Variable
0.03750000
N
N
N
N
N
N
MEDNAX INC
N/A
MEDNAX INC 6.25% 01/15/2027 144A
58502BAC0
2525000.00000000
PA
USD
2666930.25000000
0.037171185106
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06250000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
COLUMBIA/HCA 7.05% 12/01/27
197677AJ6
515000.00000000
PA
USD
633450.00000000
0.008828910019
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.07050000
N
N
N
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 4.625% 02/01/2028 144A
436440AM3
185000.00000000
PA
USD
195674.50000000
0.002727275323
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04625000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.805% 05/01/2050
097023CW3
5035000.00000000
PA
USD
6494900.87000000
0.090524738127
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
0.05805000
N
N
N
N
N
N
CCI BUYER INC
254900TMV7DAFRQALU04
CONSUMER CELLULAR TERM B 1LN 12/17/2027
12510EAC1
1005000.00000000
PA
USD
1011914.40000000
0.014103877472
Long
LON
CORP
US
N
2
2027-12-17
Variable
0.04750000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES TERM B5 08/14/2024
80875AAP6
1705615.38000000
PA
USD
1677285.11000000
0.023377692498
Long
LON
CORP
US
N
2
2024-08-14
Variable
0.02864500
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEART TERM INCR B 1LN 05/01/2026
45174UAG3
870625.00000000
PA
USD
872531.67000000
0.012161186523
Long
LON
CORP
US
N
2
2026-05-01
Variable
0.04750000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 5.375% 08/15/2026 144A
25277LAA4
9860000.00000000
PA
USD
6972992.00000000
0.097188284686
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05375000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC 4.5% 09/15/2026
431571AB4
25000.00000000
PA
USD
27750.00000000
0.000386774414
Long
DBT
CORP
US
N
2
2026-09-15
Variable
0.05000000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 4.625% 06/15/2025 144A
55303XAK1
445000.00000000
PA
USD
471700.00000000
0.006574468160
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.04625000
N
N
N
N
N
N
TIGER MERGER SUB CO
54930066P5EVQZGNGJ86
TECH DATA TERM 1LN 07/1/2025
87823QAR5
648375.00000000
PA
USD
652427.34000000
0.009093412706
Long
LON
CORP
US
N
2
2025-07-01
Variable
0.00000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 6.625% 01/15/2027
629377CC4
7075000.00000000
PA
USD
7357151.00000000
0.102542622430
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06625000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION INC 7.875% 07/15/2027 144A
42829LAF1
1550000.00000000
PA
USD
1643000.00000000
0.022899832918
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.07875000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5% 10/01/2028 144A
62886EAY4
675000.00000000
PA
USD
685266.75000000
0.009551122385
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.05000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 5.375% 05/01/2025 144A
432833AG6
380000.00000000
PA
USD
399665.00000000
0.005570457530
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05375000
N
N
N
N
N
N
GENTING NEW YORK LLC / GENNY CAPITAL INC
N/A
GENTING NEW YORK LLC / GENNY CAPITAL INC 3.3% 02/15/2026 144A
37255JAA0
550000.00000000
PA
USD
551582.16000000
0.007687851067
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.03300000
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM B 1LN 06/13/2024
02034DAC1
430000.00000000
PA
USD
425343.10000000
0.005928354183
Long
LON
CORP
US
N
2
2024-06-13
Variable
0.04500000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 4.875% 05/15/2025
75281AAS8
2700000.00000000
PA
USD
2671650.00000000
0.037236968116
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.04875000
N
N
N
N
N
N
SKYMILES IP LTD
N/A
DELTA AIR LINES SKYMILES TERM B 1LN 10/20/2027
24736CBS2
2060000.00000000
PA
USD
2178882.60000000
0.030368866395
Long
LON
CORP
KY
N
2
2027-10-20
Variable
0.04750000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CAMELOT FIN S A 4.5% 11/01/2026 144A
13323AAB6
1250000.00000000
PA
USD
1296875.00000000
0.018075606096
Long
DBT
CORP
LU
N
2
2026-11-01
Fixed
0.04500000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.125% 05/01/2027 144A
1248EPBT9
5955000.00000000
PA
USD
6238458.00000000
0.086950484398
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05125000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LLC
549300H5PS5C68DAUX66
BLACK KNIGHT INFOSERV LLC 3.625% 09/01/2028 144A
092174AA9
6880000.00000000
PA
USD
6839408.00000000
0.095326415373
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.5% 12/01/2025
674599EE1
710000.00000000
PA
USD
751989.40000000
0.010481090454
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.2% 03/15/2040
674599DJ1
320000.00000000
PA
USD
345600.00000000
0.004816909468
Long
DBT
CORP
US
N
2
2040-03-15
Fixed
0.06200000
N
N
N
N
N
N
STARWOOD PPTY TR INC
BUGSFQZERKRBFWIG5267
STARWOOD PPTY TR INC 5.5% 11/01/2023 144A
85571BAS4
1425000.00000000
PA
USD
1485562.50000000
0.020705497893
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
0.05500000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 5.125% 02/28/2030 144A
98953GAD7
1485000.00000000
PA
USD
1548290.70000000
0.021579792050
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
0.05125000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.375% 09/15/2024
03690AAC0
986000.00000000
PA
USD
993395.00000000
0.013845757469
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05375000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.25% 09/15/2021
85207UAE5
1921000.00000000
PA
USD
1976440.06000000
0.027547259371
Long
DBT
CORP
US
N
2
2021-09-15
Fixed
0.07250000
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 6.75% 09/30/2024 144A
013822AA9
200000.00000000
PA
USD
207500.00000000
0.002892096975
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
0.06750000
N
N
N
N
N
N
RENT-A-CENTER INC/TX
529900QUHE15UQNCCJ63
RADIANT FUNDING SPV LLC 6.375% 02/15/2029 144A
76009NAL4
345000.00000000
PA
USD
358837.95000000
0.005001417589
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06375000
N
N
N
N
N
N
CP ATLAS BUYER INC
2549006ZZ07G0NDDCR36
CP ATLAS BUYER INC 7% 12/01/2028 144A
12597YAA7
245000.00000000
PA
USD
254493.75000000
0.003547087251
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.07000000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 3.375% 02/15/2031 144A
126307BF3
1067000.00000000
PA
USD
1024320.00000000
0.014276784452
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03375000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 4.5% 02/15/2028 144A
131347CM6
2017000.00000000
PA
USD
2072467.50000000
0.028885672232
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04500000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.5% 01/15/2026 144A
98313RAG1
1345000.00000000
PA
USD
1394765.00000000
0.019439978977
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
TRANSDIGM UK HOLDINGS PLC
549300JTYP71LZZSE903
TRANSDIGM UK HOLDINGS PLC 6.875% 05/15/2026
89365DAB9
495000.00000000
PA
USD
520368.75000000
0.007252804279
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
0.06875000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC 4.875% 06/01/2027
12508EAF8
485000.00000000
PA
USD
507431.25000000
0.007072483775
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.04875000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
MATTAMY GROUP CORP 5.25% 12/15/2027 144A
57701RAJ1
2050000.00000000
PA
USD
2152500.00000000
0.030001150551
Long
DBT
CORP
CA
N
2
2027-12-15
Fixed
0.05250000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC 7.5% 09/15/2027 144A
90353TAE0
3635000.00000000
PA
USD
3975781.25000000
0.055413710495
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.07500000
N
N
N
N
N
N
HESS MIDSTREAM PARTNERS LP
N/A
HESS MIDSTREAM PARTNERS LP 5.125% 06/15/2028 144A
428104AA1
3620000.00000000
PA
USD
3728600.00000000
0.051968543529
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05125000
N
N
N
N
N
N
TRANSOCEAN PONTUS LTD
N/A
TRANSOCEAN PONTUS LTD 6.125% 08/01/2025 144A
89382PAA3
866375.00000000
PA
USD
827388.13000000
0.011531984136
Long
DBT
CORP
KY
N
2
2025-08-01
Fixed
0.06125000
N
N
N
N
N
N
LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC
N/A
LEGENDS HOSPITALITY HOLDING CO LLC / LEGENDS HOSPITALITY CO-ISSUER INC 5% 02/01/2026 144A
52473NAA6
3500000.00000000
PA
USD
3561250.00000000
0.049636049896
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05000000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 04/30/2025 144A
03969AAQ3
440000.00000000
PA
USD
464200.00000000
0.006469934534
Long
DBT
CORP
IE
N
2
2025-04-30
Fixed
0.05250000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
SEMPRA ENERGY
816851109
5000.00000000
NS
USD
579900.00000000
0.008082539932
Long
EC
CORP
US
N
1
N
N
N
ARCONIC ROLLED PRODUCTS CORP
549300B4YFWH3U74B152
ARCONIC ROLLED PRODUCTS CORP 6.125% 02/15/2028 144A
03966VAA5
1550000.00000000
PA
USD
1635761.50000000
0.022798944031
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06125000
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 5.75% 06/01/2028
361841AK5
500000.00000000
PA
USD
586400.00000000
0.008173135741
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.05750000
N
N
N
N
N
N
RADIOLOGY PARTNERS INC
549300SFTAG2177WUZ08
RADIOLOGY PARTNERS INC 9.25% 02/01/2028 144A
75041VAA2
2420000.00000000
PA
USD
2619650.00000000
0.036512201645
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.09250000
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORP 6.65% 1/15/28
143658AH5
210000.00000000
PA
USD
221550.00000000
0.003087923300
Long
DBT
CORP
PA
N
2
2028-01-15
Fixed
0.06650000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
EVERI PAYMENTS INC 7.5% 12/15/2025 144A
30034VAB4
3552000.00000000
PA
USD
3685200.00000000
0.051363642282
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07500000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 02/15/2025
85207UAJ4
2050000.00000000
PA
USD
2439500.00000000
0.034001303958
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07625000
N
N
N
N
N
N
BCPE ULYSSES INTERMEDIATE INC
N/A
BCPE ULYSSES INTERMEDIATE INC PIK VAR 04/01/2027 144A
05553LAA1
500000.00000000
PA
USD
508750.00000000
0.007090864270
Long
DBT
CORP
US
N
2
2027-04-01
Variable
0.08500000
N
N
Y
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC 10.125% 08/01/2026 144A
00489LAD5
975000.00000000
PA
USD
1123073.25000000
0.015653189153
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.10125000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.1% 02/15/2047
674599CL7
200000.00000000
PA
USD
170000.00000000
0.002369428847
Long
DBT
CORP
US
N
2
2047-02-15
Fixed
0.04100000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC 4.875% 08/15/2027 144A
62912XAF1
425000.00000000
PA
USD
484233.16000000
0.006749153047
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.04875000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 4.875% 02/15/2030 144A
013092AE1
2810000.00000000
PA
USD
2908968.20000000
0.040544665699
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04875000
N
N
N
N
N
N
WIDE OPEN WEST FINANCE LLC
54930045JY28O5B5WE54
WIDEOPENWEST TERM B 08/19/2023
96758DBA0
1441575.00000000
PA
USD
1440969.54000000
0.020083969389
Long
LON
CORP
US
N
2
2023-08-19
Variable
0.04250000
N
N
N
N
N
N
TOPBUILD CORP
5493007YSKHOL4RWII46
TOPBUILD EXCROW CORP 5.625% 05/01/2026 144A
89055FAA1
3400000.00000000
PA
USD
3509310.00000000
0.048912119694
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05625000
N
N
N
N
N
N
INTERNATIONAL GAME TECHNOLOGY PLC.
549300UQ6KHRCZDRGZ76
INTERNATIONAL GAME TECHNOLOGY PL 5.25% 01/15/2029 144A
460599AE3
3550000.00000000
PA
USD
3758562.50000000
0.052386155363
Long
DBT
CORP
GB
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
PETSMART INC / PETSMART FINANCE CORP
N/A
PETSMART INC / PETSMART FINANCE CORP 4.75% 02/15/2028 144A
71677KAA6
250000.00000000
PA
USD
258540.00000000
0.003603483142
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC T5Y+341.7 PERP
172967MV0
1625000.00000000
PA
USD
1615859.38000000
0.022521551930
Long
DBT
CORP
US
N
2
2199-12-31
Variable
0.03875000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.625% 06/15/2045
674599CF0
225000.00000000
PA
USD
204750.00000000
0.002853767979
Long
DBT
CORP
US
N
2
2045-06-15
Fixed
0.04625000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RES CORP 5.625% 06/01/2023
03674XAF3
808000.00000000
PA
USD
808969.60000000
0.011275270040
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
0.05625000
N
N
N
N
N
N
QUICKEN LNS LLC/QUICKEN LNS CO-ISSUER INC
N/A
QUICKEN LNS LLC/ CO-ISSUER INC 3.875% 03/01/2031 144A
74841CAB7
1750000.00000000
PA
USD
1736875.00000000
0.024208245465
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03875000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8% 07/15/2025
674599DY8
2660000.00000000
PA
USD
3087262.50000000
0.043029698980
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08000000
N
N
N
N
N
N
WR GRACE and CO - CONN
549300GJVOEHHLSO6K25
WR GRACE and CO - CONN 4.875% 06/15/2027 144A
383909AG3
2891000.00000000
PA
USD
2997388.80000000
0.041777055819
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.04875000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP 4.125% 12/01/2026
26885BAB6
475000.00000000
PA
USD
464346.94000000
0.006471982557
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04125000
N
N
N
N
N
N
GRAFTECH FINANCE INC
1Z010BU876CF2HDBIN43
GRAFTECH FINANCE INC 4.625% 12/15/2028 144A
384311AA4
875000.00000000
PA
USD
892675.00000000
0.012441940566
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
0.04625000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 5.125% 05/15/2024 144A
30251GAW7
1260000.00000000
PA
USD
1362375.00000000
0.018988533093
Long
DBT
CORP
AU
N
2
2024-05-15
Fixed
0.05125000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP 4% 09/15/2030
682691AA8
1305000.00000000
PA
USD
1266776.55000000
0.017656099415
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
0.04000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.25% 01/15/2030
037411BF1
890000.00000000
PA
USD
899238.20000000
0.012533417245
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04250000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 7.375% 07/01/2028
25470XBB0
4225000.00000000
PA
USD
4428328.13000000
0.061721225979
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07375000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 5YR NOTE (CBT) FUT JUN21 FVM1
N/A
272.00000000
NC
USD
-288894.96000000
-0.00402656501
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-30
34008394.96000000
USD
-288894.96000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 9% 12/15/2025 144A
91911KAP7
2500000.00000000
PA
USD
2722400.00000000
0.037944312316
Long
DBT
CORP
CA
N
2
2025-12-15
Fixed
0.09000000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
HUNT COS INC 6.25% 02/15/2026 144A
445587AC2
3561000.00000000
PA
USD
3650025.00000000
0.050873379578
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.06250000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 5.5% 01/30/2026 144A
29260FAD2
3685000.00000000
PA
USD
3758700.00000000
0.052388071813
Long
DBT
CORP
US
N
2
2026-01-30
Fixed
0.05500000
N
N
N
N
N
N
CONSOLIDATED COMMUNICATIONS INC
549300WW675Y48HDVX34
CONSOLIDATED COMMUNICATIONS INC 6.5% 10/01/2028 144A
20903XAF0
995000.00000000
PA
USD
1065893.75000000
0.014856231761
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 5% 01/15/2029
26884LAL3
760000.00000000
PA
USD
832200.00000000
0.011599051098
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05000000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTL PPTYS INC 6.375% 05/15/2025 144A
11283WAC8
500000.00000000
PA
USD
513125.00000000
0.007151842219
Long
DBT
CORP
CA
N
2
2025-05-15
Fixed
0.06375000
N
N
N
N
N
N
TELENET FINANCE LUXEMBOURG NOTES SARL
2138007RI9GLJPCC3E25
TELENET FINANCE LUXEMBOURG NOTES SARL 5.5% 03/01/2028 144A
N/A
2600000.00000000
PA
USD
2749500.00000000
0.038322027150
Long
DBT
CORP
LU
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC 5.75% 06/01/2026
98212BAH6
2159000.00000000
PA
USD
2269648.75000000
0.031633948361
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05750000
N
N
N
N
N
N
HERITAGE POWER LLC
N/A
HERITAGE POWER TERM B 1LN 06/28/2026
42727CAC1
1745569.62000000
PA
USD
1672692.09000000
0.023313675827
Long
LON
CORP
US
N
2
2026-06-28
Variable
0.00000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2030
958667AC1
5650000.00000000
PA
USD
6123300.50000000
0.085345440266
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.05300000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.625% 08/26/2028 144A
98313RAH9
4730000.00000000
PA
USD
4919200.00000000
0.068562908150
Long
DBT
CORP
KY
N
2
2028-08-26
Fixed
0.05625000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA 6.875% 06/15/2025 144A
20914UAD8
715000.00000000
PA
USD
727512.50000000
0.010139935907
Long
DBT
CORP
LU
N
2
2025-06-15
Fixed
0.06875000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 05/01/2032 144A
1248EPCJ0
14579000.00000000
PA
USD
14975548.80000000
0.208726454886
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
0.04500000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 4.65% 07/01/2026
958254AF1
380000.00000000
PA
USD
393383.60000000
0.005482908528
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.04650000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
AVANTOR FUNDING INC 4.625% 07/15/2028 144A
05352TAA7
4500000.00000000
PA
USD
4691340.00000000
0.065387037226
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.04625000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.75% 01/15/2028 144A
87724RAB8
4020000.00000000
PA
USD
4482300.00000000
0.062473476012
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
URBAN ONE INC
549300PLGIGPBRQUP240
URBAN ONE INC 7.375% 02/01/2028 144A
91705JAC9
1145000.00000000
PA
USD
1153175.30000000
0.016072746010
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.07375000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 5.875% 11/15/2028
64110LAT3
2365000.00000000
PA
USD
2830905.00000000
0.039456635123
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 6.75% 6/01/21
25470XAE5
2647000.00000000
PA
USD
2676778.75000000
0.037308451694
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
0.06750000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION LLC TERM B2 2LN 08/04/2025
04649VAU4
14710000.00000000
PA
USD
15109964.90000000
0.210599921856
Long
LON
CORP
US
N
2
2025-08-04
Variable
0.06620750
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQT MIDSTREAM PARTNERS LP 5.5% 07/15/2028
26885BAC4
180000.00000000
PA
USD
185400.00000000
0.002584071225
Long
DBT
CORP
US
N
2
2028-07-15
Fixed
0.05500000
N
N
N
N
N
N
MAINSTAY FDS
5493003Y7K55IDIMKI62
MainStay MacKay High Yield Corp Bd A
56062F772
103898980.60400000
NS
USD
583559014.46000000
8.133538605615
Long
EC
RF
US
N
1
N
N
N
HOLOGIC INC
549300DYP6F5ZJL0LB74
HOLOGIC INC 3.25% 02/15/2029 144A
436440AP6
1985000.00000000
PA
USD
1981159.03000000
0.027613031510
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03250000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO TERM LOAN B 1LN 03/28/2024
17302UAM4
676823.32000000
PA
USD
678095.75000000
0.009451174301
Long
LON
CORP
US
N
2
2024-03-28
Variable
0.07250000
N
N
N
N
N
N
PICASSO FINANCE SUB INC
N/A
PICASSO FINANCE SUB INC 6.125% 06/15/2025 144A
71953LAA9
520000.00000000
PA
USD
555214.40000000
0.007738476563
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06125000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 3.5% 03/01/2029 144A
38016LAC9
1075000.00000000
PA
USD
1068281.25000000
0.014889508298
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
COLFAX CORP 6% 02/15/2024 144A
15723RAA2
310000.00000000
PA
USD
319687.50000000
0.004455745791
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.06000000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 7.375% 8/15/47
037411AM7
275000.00000000
PA
USD
287375.00000000
0.004005380088
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
0.07375000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B8 1LN 12/23/2026
04649VAX8
2305000.00000000
PA
USD
2297439.60000000
0.032021292136
Long
LON
CORP
US
N
2
2026-12-23
Variable
0.03364500
N
N
N
N
N
N
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 6.875% 09/15/2027 144A
12674TAA4
16265000.00000000
PA
USD
17423881.25000000
0.242850863914
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.06875000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.375% 10/15/2028
037411BE4
600000.00000000
PA
USD
609000.00000000
0.008488130399
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04375000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
BOXER PARENT CO INC 6.5% 10/02/2025 144A
N/A
210000.00000000
PA
269724.30000000
0.003759367866
Long
DBT
CORP
US
N
2
2025-10-02
Fixed
0.06500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4% 05/01/2031 144A
432833AL5
2955000.00000000
PA
USD
2995631.25000000
0.041752559409
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.04000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.875% 10/15/24
00766TAD2
900000.00000000
PA
USD
999000.00000000
0.013923878931
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.05875000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA FRN 3ML+375 06/15/2022 144A
20914UAC0
2025000.00000000
PA
USD
2005214.78000000
0.027948316145
Long
DBT
CORP
LU
N
2
2022-06-15
Variable
0.03966500
N
N
N
N
N
N
AVIS BUDGET CAR RENT LLC / AVIS BUDGET FINANCE INC
N/A
AVIS BUDG CAR RENT LLC/FIN INC 5.75% 07/15/2027 144A
053773BC0
430000.00000000
PA
USD
444512.50000000
0.006195533767
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05750000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC 4.25% 06/01/2028 144A
039524AA1
3110000.00000000
PA
USD
3135890.75000000
0.043707470617
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 7.5% 03/15/2026 144A
013092AA9
1565000.00000000
PA
USD
1712274.33000000
0.023865365835
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.07500000
N
N
N
N
N
N
GRIFFON CORP
5493000C2SGNC7ZN3242
GRIFFON CORP 5.75% 03/01/2028
398433AP7
2400000.00000000
PA
USD
2520000.00000000
0.035123298206
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05750000
N
N
N
N
N
N
CROWDSTRIKE HOLDINGS INC
549300YBY08K9KM4HX32
CROWDSTRIKE HOLDINGS INC 3% 02/15/2029
22788CAA3
1295000.00000000
PA
USD
1295000.00000000
0.018049472689
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03000000
N
N
N
N
N
N
CDK GLOBAL INC
5493000L10CYRTHIJ385
CDK GLOBAL INC 5.25% 05/15/2029 144A
12508EAJ0
1595000.00000000
PA
USD
1716810.15000000
0.023928585263
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.05250000
N
N
N
N
N
N
ZAYO GROUP LLC/ZAYO CAP INC
N/A
ZAYO GROUP LLC/ZAYO CAP INC 6.0% 04/01/2023
989194AM7
650000.00000000
PA
USD
648375.00000000
0.009036931934
Long
DBT
CORP
US
N
2
2023-04-01
Fixed
0.06000000
N
N
N
N
N
N
FRONTDOOR INC
5493008RB0JZJI3QGZ06
FRONTDOOR INC 6.75% 08/15/2026 144A
35905AAA7
860000.00000000
PA
USD
914825.00000000
0.012750663207
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06750000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC
N/A
TAYLOR MORRISON CMNTYS / TAYLOR MORRISON HLDGS II 5.875% 04/15/23 144A
87724LAA3
910000.00000000
PA
USD
964600.00000000
0.013444418035
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
0.05875000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
DANA INC 5.625% 06/15/2028
235825AG1
3140000.00000000
PA
USD
3332325.00000000
0.046445335197
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 6% 02/01/2031 144A
431318AV6
1190000.00000000
PA
USD
1209373.20000000
0.016856022042
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.06000000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE HOSTING INC 5.375% 12/01/2028 144A
750098AA3
9840000.00000000
PA
USD
10151190.00000000
0.141485426001
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.05375000
N
N
N
N
N
N
AMERIGAS PARTN LP/AMERIGAS FIN
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.75% 05/20/2027
030981AL8
2655000.00000000
PA
USD
2991123.00000000
0.041689724246
Long
DBT
CORP
US
N
2
2027-05-20
Fixed
0.05750000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 4.625% 03/15/2028 144A
87901JAE5
1320000.00000000
PA
USD
1351350.00000000
0.018834868663
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04625000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.55% 03/15/2026
674599DC6
1755000.00000000
PA
USD
1873462.50000000
0.026111977010
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05550000
N
N
N
N
N
N
HANESBRANDS INC
GX5LWVWZLL5S4W1L2F20
HANESBRANDS INC 5.375% 05/15/2025 144A
410345AN2
2035000.00000000
PA
USD
2156652.30000000
0.030059024548
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05375000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.75% 04/01/2025
226373AP3
6823000.00000000
PA
USD
6860867.65000000
0.095625516043
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05750000
N
N
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 6.25% 05/15/2026
451102BT3
7760000.00000000
PA
USD
8155449.60000000
0.113669162028
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.25% 08/15/22 144A
17302XAJ5
700000.00000000
PA
USD
700210.00000000
0.009759398665
Long
DBT
CORP
US
N
2
2022-08-15
Fixed
0.06250000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.125% 12/15/2026 144A
156700BB1
4965000.00000000
PA
USD
5176012.50000000
0.072142313714
Long
DBT
CORP
US
N
2
2026-12-15
Fixed
0.05125000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP INC 10.875% 08/01/2024 144A
89236YAC8
911763.00000000
PA
USD
948233.52000000
0.013216305036
Long
DBT
CORP
US
N
3
2024-08-01
Fixed
0.10875000
N
N
N
N
N
N
VIPER ENERGY PARTNERS LP
5299009LINL232255G03
VIPER ENERGY PARTNERS LP 5.375% 11/01/2027 144A
92763MAA3
2364000.00000000
PA
USD
2488110.00000000
0.034678821230
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05375000
N
N
N
N
N
N
MATADOR RESOURCES COMPANY
549300CI3Q2UUK5R4G79
MATADOR RES CO 5.875% 09/15/2026
576485AE6
2070000.00000000
PA
USD
2018250.00000000
0.028129998653
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.05875000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 3.625% 03/15/2031
988498AN1
47000.00000000
PA
USD
45178.75000000
0.000629693138
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03625000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.75% 05/01/2029 144A
432833AJ0
325000.00000000
PA
USD
330622.50000000
0.004608155818
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.03750000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 06/15/2028 144A
88033GDG2
3089000.00000000
PA
USD
3213548.17000000
0.044789845506
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04625000
N
N
N
N
N
N
PENINSULA PACIFIC ENTERTAINMENT
N/A
PENINSULA PACIFIC ENTERTAINMENT 8.5% 11/15/2027 144A
70715XAA4
3580000.00000000
PA
USD
3848500.00000000
0.053639687757
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.08500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
SENIOR HOUSING PPTYS TR 4.75% 02/15/2028
81721MAM1
800000.00000000
PA
USD
788000.00000000
0.010982999598
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.04750000
N
N
N
N
N
N
VERSCEND ESCROW CORP
N/A
VERSCEND HOLDING CORP 9.75% 08/15/2026 144A
92535WAA8
8360000.00000000
PA
USD
8977636.80000000
0.125128656555
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.09750000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC 6.75% 09/15/2037 144A
23311RAA4
1350000.00000000
PA
USD
1518750.00000000
0.021168059187
Long
DBT
CORP
US
N
2
2037-09-15
Fixed
0.06750000
N
N
N
N
N
N
LANDRYS FINANCE ACQUISITION CO
N/A
GOLDEN NUGGET TERM B 1LN 10/04/2023
51509HAC5
35862.79000000
PA
USD
40883.58000000
0.000569827846
Long
LON
CORP
US
N
2
2023-10-04
Variable
0.13000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 3.125% 02/01/2029 144A
78410GAE4
950000.00000000
PA
USD
924093.50000000
0.012879845861
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.03125000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 10.5% 11/01/2026 144A
92240MBJ6
325000.00000000
PA
USD
351000.00000000
0.004892173678
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.10500000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTMT CORP 5.5% 04/15/2027 144A
83001AAC6
1975000.00000000
PA
USD
2016746.56000000
0.028109043981
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
ONE FIFTY ONE PLC
635400UXDCDFW6LLYY14
ONE FIFTY ONE PLC 9%/VAR 01/15/2026 144A
45827CAA7
616000.00000000
PA
USD
622160.00000000
0.008671552068
Long
DBT
CORP
IE
N
2
2026-01-15
Variable
0.09000000
N
N
Y
N
N
N
GREYSTAR REAL ESTATE PARTNERS LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC 5.75% 12/01/2025 144A
39807UAB2
2321000.00000000
PA
USD
2387728.75000000
0.033279725763
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05750000
N
N
N
N
N
N
TRANSOCEAN POSEIDON LTD
N/A
TRANSOCEAN POSEIDON LTD 6.875% 02/01/2027 144A
89383JAA6
665000.00000000
PA
USD
621775.00000000
0.008666186008
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.06875000
N
N
N
N
N
N
BROOKFIELD RESIDENTIAL PPTYS INC / BROOKFIELD RESIDENTIAL US CORP
N/A
BROOKFIELD RESIDENTIAL PPTYS INC / US CORP 6.25% 09/15/2027 144A
11283YAB6
4813000.00000000
PA
USD
5077763.13000000
0.070772931999
Long
DBT
CORP
CA
N
2
2027-09-15
Fixed
0.06250000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 4.625% 12/01/2029 144A
92564RAB1
5516000.00000000
PA
USD
5790145.20000000
0.080701982746
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
0.04625000
N
N
N
N
N
N
LBM ACQUISITION, LLC
549300FAEB3VWZL4NI86
US LBM STRIP DD TERM B 1LN 12/18/2027
50179JAE8
485454.55000000
PA
USD
486265.26000000
0.006777476085
Long
LON
CORP
US
N
2
2027-12-18
Variable
0.00000000
N
N
N
N
N
N
IAMGOLD CORP
5493003RWIRGFJUNQG48
IAMGOLD CORP 5.75% 10/15/2028 144A
450913AF5
2550000.00000000
PA
USD
2622853.50000000
0.036556851441
Long
DBT
CORP
CA
N
2
2028-10-15
Fixed
0.05750000
N
N
N
N
N
N
USI INC
N/A
USIS MERGER SUB INC 6.875% 05/01/2025 144A
91739VAA6
4985000.00000000
PA
USD
5078468.75000000
0.070782766801
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
CAMELOT FIN S A
N/A
CAMELOT FIN S A 1 TERM B 10/31/2026
N/A
1595000.00000000
PA
USD
1593803.75000000
0.022214144600
Long
LON
CORP
LU
N
2
2026-10-31
Variable
0.03114500
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY DIP ROLL UP TERM 12/31/2049
N/A
373000.00000000
PA
USD
0.04000000
0.000000000557
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.07250000
Y
Y
N
N
N
N
LBM ACQUISITION, LLC
549300FAEB3VWZL4NI86
US LBM TERM B 1LN 12/18/2027
50179JAB4
2184545.45000000
PA
USD
2188193.64000000
0.030498641965
Long
LON
CORP
US
N
2
2027-12-18
Variable
0.04500000
N
N
N
N
N
N
ATS AUTOMATION TOOLING SYS INC
5493005KP4RP3IU7HQ41
ATS AUTOMATION TOOLING SYS INC 4.125% 12/15/2028 144A
001940AC9
450000.00000000
PA
USD
455085.00000000
0.006342891335
Long
DBT
CORP
CA
N
2
2028-12-15
Fixed
0.04125000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALIA 6% 9/30/34
87927VAM0
1817000.00000000
PA
USD
2098707.68000000
0.029251403053
Long
DBT
CORP
LU
N
2
2034-09-30
Fixed
0.06000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA CHEMICALS CORP 5.25% 06/01/2027 144A
66977WAR0
4100000.00000000
PA
USD
4274250.00000000
0.059573713238
Long
DBT
CORP
CA
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 7.625% 06/15/2025 144A
75606DAJ0
255000.00000000
PA
USD
277735.80000000
0.003871030684
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07625000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 6.45% 6/15/21
156700AR7
5740000.00000000
PA
USD
5814620.00000000
0.081043108023
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.06450000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 5.375% 02/01/2027
87612BBE1
6800000.00000000
PA
USD
7055000.00000000
0.098331297162
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05375000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 7.25% 01/25/2022
78442FEL8
220000.00000000
PA
USD
228250.00000000
0.003181306672
Long
DBT
CORP
US
N
2
2022-01-25
Fixed
0.07250000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 5% 03/01/2028 144A
346232AE1
677000.00000000
PA
USD
707465.00000000
0.009860517526
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05000000
N
N
N
N
N
N
CEDAR FAIR LP
549300TUVLNQQ6BVKH61
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 5.25% 07/15/2029
150190AE6
4120000.00000000
PA
USD
4130300.00000000
0.057567364517
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.05250000
N
N
N
N
N
N
FULLER (H. B.) CO
JSMX3Z5FOYM8V0Q52357
FULLER (H. B.) CO 4.25% 10/15/2028
40410KAA3
575000.00000000
PA
USD
586327.50000000
0.008172125249
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04250000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC 10.75% 04/15/2027 144A
855030AP7
2330000.00000000
PA
USD
2225150.00000000
0.031013732938
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.10750000
N
N
N
N
N
N
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP
N/A
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 4.25% 01/15/2029 144A
69007TAE4
350000.00000000
PA
USD
340375.00000000
0.004744084375
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04250000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC 5.625% 09/15/2025 144A
92552VAK6
2625000.00000000
PA
USD
2677500.00000000
0.037318504344
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05625000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.75% 06/25/2025
63938CAH1
1255000.00000000
PA
USD
1350317.25000000
0.018820474383
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
0.06750000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.875% 03/15/2026 144A
829259AU4
925000.00000000
PA
USD
945535.00000000
0.013178693559
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY
5493009O8OIWZPZRY516
C and W SENIOR FINANCING DESIGNATED ACTIVITY COMPANY 7.5% 10/15/2026 144A
12674TAB2
5160000.00000000
PA
USD
5455719.60000000
0.076040820017
Long
DBT
CORP
IE
N
2
2026-10-15
Fixed
0.07500000
N
N
N
N
N
N
VTR FINANCE BV
213800F4XI4RJB82XM19
VTR FINANCE BV 6.375% 07/15/2028 144A
918374AA7
660000.00000000
PA
USD
721050.00000000
0.010049862766
Long
DBT
CORP
NL
N
2
2028-07-15
Fixed
0.06375000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HLDG INC 9.25% 08/01/2024 144A
17302WAB4
6505000.00000000
PA
USD
6407425.00000000
0.089305515481
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.09250000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.875% 02/01/2029 144A
165167DG9
2600000.00000000
PA
USD
2775552.00000000
0.038685135152
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECD FIN PLC 5.5% 08/15/2026 144A
92769XAM7
840000.00000000
PA
USD
874545.00000000
0.012189247948
Long
DBT
CORP
GB
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.625% 02/15/2031 144A
629377CR1
3230000.00000000
PA
USD
3181550.00000000
0.044343860876
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03625000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 3.75% 07/15/2029 144A
527298BT9
3775000.00000000
PA
USD
3765562.50000000
0.052483720080
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.03750000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5.25% 07/01/2030
69331CAJ7
11590000.00000000
PA
USD
12397823.00000000
0.172798585057
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.05250000
N
N
N
N
N
N
UNITED NATURAL FOODS INC
549300GKGW6WPZ282D40
UNITED NATURAL FOODS INC 6.75% 10/15/2028 144A
911163AA1
890000.00000000
PA
USD
932275.00000000
0.012993878109
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06750000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
HESS CORP 7.3% 08/15/2031
023551AJ3
165000.00000000
PA
USD
217496.92000000
0.003031432214
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
0.07300000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4.125% 07/01/2030 144A
82967NBG2
6380000.00000000
PA
USD
6443800.00000000
0.089812503565
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04125000
N
N
N
N
N
N
ADAPTHEALTH LLC
N/A
ADAPTHEALTH LLC 6.125% 08/01/2028 144A
00653VAA9
785000.00000000
PA
USD
832100.00000000
0.011597657316
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.06125000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5.5% 09/01/2026 144A
92840VAA0
6861000.00000000
PA
USD
7118287.50000000
0.099213386739
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05500000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 5.5% 11/15/2027
893647BL0
13884000.00000000
PA
USD
14196390.00000000
0.197866682313
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.05500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 5.125% 11/01/2027 144A
88033GDA5
3730000.00000000
PA
USD
3909823.30000000
0.054494400675
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
0.05125000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.875% 06/15/2027 144A
87724RAA0
800000.00000000
PA
USD
892000.00000000
0.012432532539
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.05875000
N
N
N
N
N
N
BELLRING BRANDS INC
N/A
BELLRING BRANDS TERM B 1LN 10/10/2024
07982EAB2
920660.48000000
PA
USD
928145.45000000
0.012936321198
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.06000000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.25% 06/15/2029 144A
629377CH3
3972000.00000000
PA
USD
4191929.64000000
0.058426347145
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.05250000
N
N
N
N
N
N
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC
N/A
JAGUAR HOLDING CO II / PHARMACEUTICAL PRODUCT DEVELOPMENT LLC 5% 06/15/2028 144A
47010LAA0
205000.00000000
PA
USD
217300.00000000
0.003028687579
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05000000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.5% 05/01/2026 144A
1248EPBR3
4760000.00000000
PA
USD
4924220.00000000
0.068632875990
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.05500000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 7% 11/01/2026 144A
04364VAG8
2555000.00000000
PA
USD
2569371.88000000
0.035811434422
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.07000000
N
N
N
N
N
N
NEW HOME CO INC
549300PLCE8TB3TVRQ85
NEW HOME CO INC 7.25% 10/15/2025 144A
645370AC1
1300000.00000000
PA
USD
1332240.00000000
0.018568516985
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.07250000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NISOURCE INC 5.65%/VAR PERP
65473PAG0
795000.00000000
PA
USD
818850.00000000
0.011412981244
Long
EP
CORP
US
N
2
N
N
N
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER
N/A
PARK INTERMEDIATE HOLDINGS LLC / PK DOMESTIC PROPERTY LLC / PK FINANCE CO-ISSUER 7.5% 06/01/2025 144A
70052LAA1
5834000.00000000
PA
USD
6325222.80000000
0.088159796281
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.07500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 8.5% 10/30/2025 144A
28228PAB7
4964000.00000000
PA
USD
5257124.20000000
0.073272833724
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
0.08500000
N
N
N
N
N
N
ASHTON WOODS USA LLC/FIN CO
N/A
ASHTON WOODS USA LLC/FIN CO 6.625% 01/15/2028 144A
045086AK1
1500000.00000000
PA
USD
1606275.00000000
0.022387966598
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 5% 10/15/2025 144A
80874YAW0
4920000.00000000
PA
USD
5059974.00000000
0.070524990365
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
VRX ESCROW CORP 6.125% 04/15/2025 144A
91831AAC5
3625000.00000000
PA
USD
3711855.00000000
0.051735154787
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
0.06125000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 6.125% 02/01/2025
26884LAH2
1300000.00000000
PA
USD
1510047.50000000
0.021046765336
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.07625000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5.25% 06/01/2026 144A
131347CK0
396000.00000000
PA
USD
407385.00000000
0.005678057476
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
0.05250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.4% 04/15/2046
674599CJ2
1860000.00000000
PA
USD
1664700.00000000
0.023202283541
Long
DBT
CORP
US
N
2
2046-04-15
Fixed
0.04400000
N
N
N
N
N
N
MASONITE INTL CORP NEW
549300H0H07ZFT4JYM32
MASONITE INTL CORP NEW 5.375% 02/01/2028 144A
575385AD1
650000.00000000
PA
USD
685750.00000000
0.009557857835
Long
DBT
CORP
CA
N
2
2028-02-01
Fixed
0.05375000
N
N
N
N
N
N
NOURYON HOLDING BV
N/A
STARFRUIT FINCO B V / STARFRUIT US HOLDCO LLC 8% 10/01/2026 144A
85529VAA2
675000.00000000
PA
USD
718267.50000000
0.010011080791
Long
DBT
CORP
NL
N
2
2026-10-01
Fixed
0.08000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE FIN LLC 8.25% 03/01/2027 144A
20338QAA1
530000.00000000
PA
USD
558482.20000000
0.007784022561
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.08250000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD PIK VAR 12/31/2025 144A
25381XAB9
3551600.00000000
PA
USD
3609313.50000000
0.050305950151
Long
DBT
CORP
LC
N
2
2025-12-31
Variable
0.13000000
N
N
Y
N
N
N
WILLIAM (CARTER) CO
TGI2A0HXEYNQPU7TYV27
WILLIAM (CARTER) CO 5.5% 05/15/2025 144A
96926JAE7
1975000.00000000
PA
USD
2083625.00000000
0.029041183423
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05500000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
NUMERICABLE SFR 7.375% 05/01/2026 144A
67054KAA7
9265000.00000000
PA
USD
9665248.00000000
0.134712455455
Long
DBT
CORP
FR
N
2
2026-05-01
Fixed
0.07375000
N
N
N
N
N
N
Fidelity Summer Street Trust
P1TJ3M056NR1SYX5LY49
Fidelity Capital and Income Fund
316062108
57246849.33800000
NS
USD
630287811.21000000
8.784836011605
Long
EC
RF
US
N
1
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 4.625% 06/01/2030 144A
23918KAS7
12045000.00000000
PA
USD
12255787.50000000
0.170818920286
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
0.04625000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP 4.75% 01/30/2030 144A
670001AE6
2905000.00000000
PA
USD
3027591.00000000
0.042198008548
Long
DBT
CORP
US
N
2
2030-01-30
Fixed
0.04750000
N
N
N
N
N
N
EXTRACTION OIL and GAS INC
5493002FL3WIE1JVUP20
EXTRACTION OIL and GAS INC
30227M303
40857.00000000
NS
USD
1374838.05000000
0.019162240800
Long
EC
CORP
US
N
1
N
N
N
WATCO COS LLC / WATCO FIN CORP
N/A
WATCO COS LLC / WATCO FIN CORP 6.5% 06/15/2027 144A
941130AB2
1595000.00000000
PA
USD
1713907.25000000
0.023888125174
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.06500000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD 8.75% 05/25/2024 144A
25381XAA1
5075000.00000000
PA
USD
5314476.56000000
0.074072200408
Long
DBT
CORP
LC
N
2
2024-05-25
Fixed
0.08750000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
GOLDEN ENTERTAINMENT INC 7.625% 04/15/2026 144A
381013AA9
5246000.00000000
PA
USD
5568996.22000000
0.077619648788
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07625000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CHARTER COMM OPER LLC/CAP CORP 4.25% 02/01/2031 144A
1248EPCK7
13725000.00000000
PA
USD
13896562.50000000
0.193687741562
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04250000
N
N
N
N
N
N
TPC GROUP INC
549300K276KVW5JD1583
TPC GROUP INC 10.5% 08/01/2024 144A
89236YAB0
4960000.00000000
PA
USD
4526000.00000000
0.063082558604
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
0.10500000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH HOSPITALITY INC 4.625% 10/01/2027 144A
26907YAB0
1025000.00000000
PA
USD
1041010.50000000
0.014509413582
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.04625000
N
N
N
N
N
N
KRONOS ACQ / KIK CUSTOM
N/A
KRONOS ACQ / KIK CUSTOM 5% 12/31/2026 144A
50106GAE2
3245000.00000000
PA
USD
3341376.50000000
0.046571493345
Long
DBT
CORP
US
N
2
2026-12-31
Fixed
0.05000000
N
N
N
N
N
N
ACRISURE LLC / ACRISURE FINANCE INC
N/A
ACRISURE LLC 4.25% 02/15/2029 144A
00489LAF0
1045000.00000000
PA
USD
1026931.95000000
0.014313189332
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 3.875% 03/15/2031 144A
84762LAX3
720000.00000000
PA
USD
711712.80000000
0.009919722584
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03875000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.625% 11/15/2025
037411BH7
770000.00000000
PA
USD
797912.50000000
0.011121158206
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.04625000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
NRG YIELD OPER LLC 5% 09/15/2026
62943WAE9
885000.00000000
PA
USD
911550.00000000
0.012705016857
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.05000000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC / VERITAS BERMUDA LTD 10.5% 02/01/2024 144A
92346LAA1
1810000.00000000
PA
USD
1826235.70000000
0.025453738526
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.10500000
N
N
N
N
N
N
BALLYS CORP
549300NS4D5IK406VT62
TWIN RIVER WORLDWIDE HOLDINGS INC 6.75% 06/01/2027
90171VAA3
4750000.00000000
PA
USD
5085112.50000000
0.070875366171
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06750000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 4.687% 06/09/2025
345397ZJ5
535000.00000000
PA
USD
569775.00000000
0.007941419538
Long
DBT
CORP
US
N
2
2025-06-09
Fixed
0.04687000
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 6.625% 05/13/2027 144A
69073TAT0
1775000.00000000
PA
USD
1903687.50000000
0.026533247521
Long
DBT
CORP
US
N
2
2027-05-13
Fixed
0.06625000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ ENERGY CORP 7.25% 02/15/2023 144A
79970YAE5
3242000.00000000
PA
USD
0.32000000
0.000000004460
Long
DBT
CORP
US
N
3
2023-02-15
Fixed
0.07250000
Y
Y
N
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 4.75% 09/15/2024
451102BW6
1530000.00000000
PA
USD
1608412.50000000
0.022417758681
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04750000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 8% 12/15/2025 144A
893647BK2
3665000.00000000
PA
USD
3990268.75000000
0.055615634615
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.08000000
N
N
N
N
N
N
HOLLY EN PART LP/ HOL FIN CORP
N/A
HOLLY EN PART LP/ HOL FIN CORP 5% 02/01/2028 144A
435765AH5
2875000.00000000
PA
USD
2896447.50000000
0.040370154477
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
GOODYEAR TIRE and RUBBER CO
5493002BI0S2ZQUY3437
GOODYEAR TIRE and RUBBER CO 9.5% 05/31/2025
382550BH3
490000.00000000
PA
USD
550588.50000000
0.007674001616
Long
DBT
CORP
US
N
2
2025-05-31
Fixed
0.09500000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 7.25% 11/15/2029 144A
80874YBE9
4229000.00000000
PA
USD
4599037.50000000
0.064100541895
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.07250000
N
N
N
N
N
N
U S CONCRETE INC
549300J94Q38BL8BMH45
U S CONCRETE INC 5.125% 03/01/2029 144A
90333LAT9
2325000.00000000
PA
USD
2394750.00000000
0.033377586659
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.05125000
N
N
N
N
N
N
TOWNSQUARE MEDIA INC
549300XBA8C68H0DR538
TOWNSQUARE MEDIA INC 6.875% 02/01/2026 144A
892231AB7
1725000.00000000
PA
USD
1804082.63000000
0.025144973096
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.06875000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.25% 02/01/2027 144A
88033GCX6
6440000.00000000
PA
USD
6797420.00000000
0.094741194324
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.06250000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE GROUP INC 5.25% 06/01/2027
87265HAF6
575000.00000000
PA
USD
621920.00000000
0.008668206992
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.05250000
N
N
N
N
N
N
RHP HOTEL PPTYS LP and RHP FIN CORP
N/A
RHP HOTEL PPTYS LP and RHP FIN CORP 4.5% 02/15/2029 144A
749571AG0
650000.00000000
PA
USD
641875.00000000
0.008946336125
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04500000
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP 5.75% 03/15/2025 144A
72147KAC2
2630000.00000000
PA
USD
2682074.00000000
0.037382255918
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.05750000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.25% 04/01/2025
02406PAR1
1300000.00000000
PA
USD
1339130.00000000
0.018664548542
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.06250000
N
N
N
N
N
N
AMWINS GROUP INC
549300SJE7MUB8NMRG61
AMWINS GROUP INC 7.75% 07/01/2026 144A
031921AA7
7055000.00000000
PA
USD
7522393.75000000
0.104845745599
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 9.5% 05/01/2025 144A
914906AT9
1222000.00000000
PA
USD
1331613.40000000
0.018559783549
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.09500000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.5% 03/15/2025 144A
097751BM2
11605000.00000000
PA
USD
10625886.15000000
0.148101653951
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
0.07500000
N
N
N
N
N
N
LAUREATE EDUCATION INC
5JL7TMOH5TY3IUYSUP91
LAUREATE EDUCATION INC 8.25% 05/01/2025
518613AJ3
9855000.00000000
PA
USD
10323112.50000000
0.143881650301
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.08250000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
HOWMET AEROSPACE INC 6.875% 05/01/2025
443201AA6
225000.00000000
PA
USD
260426.25000000
0.003629773349
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
HAWAIIAN BRAND INTELLECT
N/A
HAWAIIAN BRAND INTELLECT 5.75% 01/20/2026 144A
41984LAA5
1815000.00000000
PA
USD
1903826.10000000
0.026535179303
Long
DBT
CORP
KY
N
2
2026-01-20
Fixed
0.05750000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.75% 03/01/2027 144A
737446AM6
1070000.00000000
PA
USD
1120450.50000000
0.015616633745
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
RAIN CII CARBON LLC/CII CORP
N/A
RAIN CII CARBON LLC/CII CORP 7.25% 04/01/2025 144A
75079RAC2
2075000.00000000
PA
USD
2123513.50000000
0.029597142026
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.07250000
N
N
N
N
N
N
STARFRUIT US HOLDCO LLC
213800XPQ78J7OIF6Y69
AKZONOBEL SPECIALTY CHEMICALS TERM B 10/01/2025
N/A
989660.40000000
PA
USD
986305.45000000
0.013746944620
Long
LON
CORP
US
N
2
2025-10-01
Variable
0.03111000
N
N
N
N
N
N
AMERICAN AIRLINES INC
IWUQB36BXD6OWD6X4T14
AMERICAN AIRLINES INC 11.75% 07/15/2025 144A
023771S58
2180000.00000000
PA
USD
2596925.00000000
0.036195464760
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.11750000
N
N
N
N
N
N
FULL HOUSE RESORTS INC
5493009DKIWW0H901Y82
FULL HOUSE RESORTS INC 8.25% 02/15/2028 144A
359678AC3
650000.00000000
PA
USD
689000.00000000
0.009603155739
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.08250000
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 6.375% 08/15/25 144A
69073TAS2
650000.00000000
PA
USD
721500.00000000
0.010056134784
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06375000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5% 10/01/2029 144A
84762LAV7
1055000.00000000
PA
USD
1123575.00000000
0.015660182453
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05000000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 5.125% 03/15/2023 144A
30251GAY3
770000.00000000
PA
USD
810425.00000000
0.011295555138
Long
DBT
CORP
AU
N
2
2023-03-15
Fixed
0.05125000
N
N
N
N
N
N
UNITED STATES STEEL CORP NEW
JNLUVFYJT1OZSIQ24U47
UNITED STATES STEEL CORP NEW 6.875% 03/01/2029
912909AU2
2760000.00000000
PA
USD
2706525.00000000
0.037723049475
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06875000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
EG GLOBAL FINANCE PLC 6.75% 02/07/2025 144A
28228PAA9
5175000.00000000
PA
USD
5316536.25000000
0.074100907990
Long
DBT
CORP
GB
N
2
2025-02-07
Fixed
0.06750000
N
N
N
N
N
N
XPO LOGISTICS INC
54930096DB9LCLPN7H13
XPO LOGISTICS INC 6.75% 08/15/2024 144A
983793AG5
2898000.00000000
PA
USD
3042900.00000000
0.042411382584
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
N/A
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 6.5% 10/01/2028 144A
150190AH9
75000.00000000
PA
USD
79312.50000000
0.001105443090
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.06500000
N
N
N
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
DIAMOND BC BV 5.625% 08/15/2025 REGS
N/A
520000.00000000
PA
638385.60000000
0.008897701507
Long
DBT
CORP
NL
N
2
2025-08-15
Fixed
0.05625000
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 7.5% 05/15/2026 144A
02154CAE3
7995000.00000000
PA
USD
8345660.70000000
0.116320289483
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
0.07500000
N
N
N
N
N
N
GOLDEN ENTERTAINMENT INC
549300P8YYCKQVJ0Y638
GOLDEN ENTERTAINMENT TERM B 1LN 10/20/2024
38101JAC0
2752400.00000000
PA
USD
2721435.50000000
0.037930869292
Long
LON
CORP
US
N
2
2024-10-20
Variable
0.03750000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM 5.125% 03/15/2027
00774CAB3
4351000.00000000
PA
USD
4753467.50000000
0.066252958936
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05125000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.45% 09/15/2036
674599DF9
2530000.00000000
PA
USD
2884200.00000000
0.040199451066
Long
DBT
CORP
US
N
2
2036-09-15
Fixed
0.06450000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 7.625% 01/15/2025 144A
443628AG7
1300000.00000000
PA
USD
1353456.00000000
0.018864221705
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
0.07625000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 4.625% 07/15/2024 144A
82967NBE7
1010000.00000000
PA
USD
1040188.90000000
0.014497962272
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
SURGERY CENTER HLDGS INC
54930054EVI5HWPPW113
SP FINCO LLC 6.75% 07/01/2025 144A
84611WAB0
1375000.00000000
PA
USD
1402500.00000000
0.019547787990
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06750000
N
N
N
N
N
N
NSG HOLDINGS LLC/NSG HLD INC
N/A
NSG HLDS LLC 7.75% 12/25 144A
62940QAA3
1243667.58440000
PA
USD
1318287.64000000
0.018374051548
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07750000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS
549300HALRZ339MSTH85
CATALENT PHARMA SOLUTIONS 3.125% 02/15/2029 144A
14879EAH1
675000.00000000
PA
USD
666886.50000000
0.009294941829
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03125000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 5.5% 05/15/2026 144A
126307AU1
4310000.00000000
PA
USD
4458156.25000000
0.062136964849
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05500000
N
N
N
N
N
N
SLM CORP
4K8SLPBF5DXXGPW03H93
SLM CORP 4.2% 10/29/2025
78442PGD2
700000.00000000
PA
USD
733250.00000000
0.010219904131
Long
DBT
CORP
US
N
2
2025-10-29
Fixed
0.04200000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTL 6.0% 03/15/23
552953CC3
905000.00000000
PA
USD
964956.25000000
0.013449383383
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.06000000
N
N
N
N
N
N
PENN NATIONAL GAMING INC
N/A
PENN NATIONAL GAMING INC 5.625% 01/15/2027 144A
707569AS8
2900000.00000000
PA
USD
3030500.00000000
0.042238553657
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.05625000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 3.375% 08/15/2030
817565CF9
1540000.00000000
PA
USD
1511125.00000000
0.021061783334
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.03375000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM NV 5.75% 05/15/2024 144A
210383AA3
4155000.00000000
PA
USD
4212131.25000000
0.058707913484
Long
DBT
CORP
FR
N
2
2024-05-15
Fixed
0.05750000
N
N
N
N
N
N
HUGHES SATELLITE SYS CORP
N/A
HUGHES SATELLIT 7.625% 6/21 WI
444454AA0
75000.00000000
PA
USD
76218.75000000
0.001062322970
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
0.07625000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA 6% 02/15/2028 144A
02156TAA2
11460000.00000000
PA
USD
11216475.00000000
0.156333173116
Long
DBT
CORP
LU
N
2
2028-02-15
Fixed
0.06000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 6% 02/01/2029 144A
226373AR9
6205000.00000000
PA
USD
6139102.90000000
0.085565691221
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06000000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 7.75% 04/01/2025 144A
988498AM3
770000.00000000
PA
USD
844921.00000000
0.011776354065
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.07750000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
SENIOR HOUSING PPTYS TR 4.75% 05/01/24
81721MAK5
1375000.00000000
PA
USD
1402500.00000000
0.019547787990
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
0.04750000
N
N
N
N
N
N
SENSATA TECHNOLOGIES UK FINANCING CO PLC
635400EUADS212PJER83
SENSATA TECHNOLOGIES UK FINANCING CO PLC 6.25% 02/15/2026 144A
81727TAA6
3005000.00000000
PA
USD
3102362.00000000
0.043240153044
Long
DBT
CORP
GB
N
2
2026-02-15
Fixed
0.06250000
N
N
N
N
N
N
EXGEN RENEWABLES IV LLC
5493004JBPWTPTK8LB51
EXGEN RENEWABLES TERM B 1LN 12/15/2027
30204KAD8
585000.00000000
PA
USD
587778.75000000
0.008192352506
Long
LON
CORP
US
N
2
2027-12-15
Variable
0.03750000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 6% 01/15/2029 144A
12543DBH2
2260000.00000000
PA
USD
2395600.00000000
0.033389433803
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06000000
N
N
N
N
N
N
AMERIGAS PARTN LP/AMERIGAS FIN
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.875% 08/20/2026
030981AJ3
3500000.00000000
PA
USD
3946250.00000000
0.055002109344
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
0.05875000
N
N
N
N
N
N
LADDER CAP FIN HLDGS LLLP / LADDER CAP FIN CORP
N/A
LADDER CAP FIN HLDGS LLLP/CORP 4.25% 02/01/2027 144A
505742AM8
1015000.00000000
PA
USD
979475.00000000
0.013651743059
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.04250000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 6% 12/31/2030 144A
87470LAJ0
4495000.00000000
PA
USD
4470727.00000000
0.062312173659
Long
DBT
CORP
US
N
2
2030-12-31
Fixed
0.06000000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 4.375% 08/01/2028
35671DCG8
1175000.00000000
PA
USD
1249906.25000000
0.017420964265
Long
DBT
CORP
US
N
2
2028-08-01
Fixed
0.04375000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.4% 04/15/26
674599CH6
680000.00000000
PA
USD
660239.20000000
0.009202292979
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.03400000
N
N
N
N
N
N
SEAWORLD PARKS and ENTERTAINMENT INC
549300UZV72O3371JJ53
SEAWORLD PARKS and ENTRTNMNT INC 9.5% 08/01/2025 144A
81282UAE2
1885000.00000000
PA
USD
2040587.90000000
0.028441340209
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.09500000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5% 02/01/2031 144A
131347CQ7
5175000.00000000
PA
USD
5121801.00000000
0.071386723761
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.05000000
N
N
N
N
N
N
SELECT MEDICAL CORP
549300X05KS0JKR8CB50
SELECT MEDICAL CORP 6.25% 08/15/2026 144A
816196AT6
770000.00000000
PA
USD
823900.00000000
0.011483367219
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06250000
N
N
N
N
N
N
APX GROUP INC
549300OMQVKPRU98OE64
APX GROUP INC 6.75% 02/15/2027 144A
00213MAV6
1460000.00000000
PA
USD
1554900.00000000
0.021671911262
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.06750000
N
N
N
N
N
N
US RENAL CARE INC
54930058SS5MF69JGN89
US RENAL CARE TERM B 1LN 06/13/2026
90290PAN4
403977.27100000
PA
USD
402183.61000000
0.005605561455
Long
LON
CORP
US
N
2
2026-06-13
Variable
0.05125000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
TENNECO PACKAGING INC(OLD) 7.95% 12/15/2025
880394AB7
690000.00000000
PA
USD
776250.00000000
0.010819230251
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07950000
N
N
N
N
N
N
VERITAS US INC / VERITAS BERMUDA LTD
N/A
VERITAS US INC / VERITAS BERMUDA LTD 7.5% 09/01/2025 144A
92346LAE3
1285000.00000000
PA
USD
1331902.50000000
0.018563812972
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07500000
N
N
N
N
N
N
BRINKER INTERNATIONAL INC
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC 3.875 5/15/2023
109641AG5
500000.00000000
PA
USD
501250.00000000
0.006986330645
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.03875000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/01/2029
404119BW8
2030000.00000000
PA
USD
2393065.50000000
0.033354108406
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
IRIDIUM SATELLITE LLC
254900615BJ7139TFM33
IRIDIUM SATELLITE TERM 1LN 11/04/2026
46269KAJ3
3251809.04510000
PA
USD
3266897.44000000
0.045533417855
Long
LON
CORP
US
N
2
2026-11-04
Variable
0.04750000
N
N
N
N
N
N
WEST CORP
5493005Z5DB0O5S30R71
WEST CORP TERM B 1LN FUNDED 10/10/2024
68162RAC5
5930566.46000000
PA
USD
5844929.08000000
0.081465550426
Long
LON
CORP
US
N
2
2024-10-10
Variable
0.05567750
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
UNITED CONTL HLDGS INC 4.875% 01/15/2025
910047AK5
740000.00000000
PA
USD
758176.25000000
0.010567321635
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.04875000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO 5.15% 05/01/2030
097023CY9
5355000.00000000
PA
USD
6239979.13000000
0.086971685629
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
0.05150000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 4.75% 01/15/2030 144A
88104LAG8
190000.00000000
PA
USD
200054.80000000
0.002788327142
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04750000
N
N
N
N
N
N
FMG RESOURCES AUG'06 PTY LTD
549300EFD6S2NFE9D745
FMG RES AUGUST 2006 PTY LTD 4.5% 09/15/2027 144A
30251GBA4
20000.00000000
PA
USD
21975.00000000
0.000306283523
Long
DBT
CORP
AU
N
2
2027-09-15
Fixed
0.04500000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 5.4% 11/14/2034
35671DBJ3
2215000.00000000
PA
USD
2743831.25000000
0.038243017151
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
0.05400000
N
N
N
N
N
N
CHESAPEAKE ENERGY CORP
X2MT1W32SPAZ9WSKLE78
CHESAPEAKE ENERGY CORP 5.5% 02/01/2026 144A
165167DF1
1415000.00000000
PA
USD
1475165.80000000
0.020560590594
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.05500000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
VECTOR GROUP LTD 5.75% 02/01/2029 144A
92240MBL1
2700000.00000000
PA
USD
2798050.50000000
0.038998715122
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05750000
N
N
N
N
N
N
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP
N/A
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP 5.75% 06/01/2025 144A
88023JAD8
2250000.00000000
PA
USD
2390625.00000000
0.033320093164
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05750000
N
N
N
N
N
N
SIX FLAGS THEME PARK INC
5493003MX0ZXTM8EVY68
SIX FLAGS THEME PARK INC 7% 07/01/2025 144A
83001WAC8
270000.00000000
PA
USD
291068.10000000
0.004056853839
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.07000000
N
N
N
N
N
N
VISTA OUTDOOR INC
549300QI2D33ESTJLN81
VISTA OUTDOOR INC 4.5% 03/15/2029 144A
928377AC4
1425000.00000000
PA
USD
1412745.00000000
0.019690580922
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.04500000
N
N
N
N
N
N
PRAIRIE ECI ACQUIROR LP
549300EXIECHUG4F3335
PRAIRIE ECI ACQUIROR LP TERM 1LN 03/11/2026
73955HAB0
765000.00000000
PA
USD
750334.95000000
0.010458031033
Long
LON
CORP
US
N
2
2026-03-11
Variable
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.875% 07/15/2030
674599EA9
7400000.00000000
PA
USD
9458162.00000000
0.131826128735
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.08875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5% 7/15/35
50077LAL0
625000.00000000
PA
USD
756143.79000000
0.010538993580
Long
DBT
CORP
US
N
2
2035-07-15
Fixed
0.05000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 8.5% 08/15/2027 144A
89686QAB2
3547000.00000000
PA
USD
3804157.50000000
0.053021650118
Long
DBT
CORP
NL
N
2
2027-08-15
Fixed
0.08500000
N
N
N
N
N
N
GTCR AP FINANCE INC
N/A
ASSUREDPARTNERS INC 8% 05/15/2027 144A
40060QAA3
1035000.00000000
PA
USD
1104862.50000000
0.015399371057
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.08000000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 4.75% 10/15/2030 144A
389375AL0
2875000.00000000
PA
USD
2875000.00000000
0.040071223152
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04750000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 5.5% 04/15/2027
552953CF6
2259000.00000000
PA
USD
2450337.30000000
0.034152352259
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05500000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT NEXTEL 6% 11/15/22
852061AS9
500000.00000000
PA
USD
534430.00000000
0.007448787405
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
0.06000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC 4.375% 07/15/2030 144A
853496AG2
3745000.00000000
PA
USD
3864577.85000000
0.053863777884
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04375000
N
N
N
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
ALLY FINANCIAL INC 8.0% 11/01/2031
36186CBY8
4126000.00000000
PA
USD
5908239.56000000
0.082347960294
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
CAESARS RESORT COLLECTION LLC / CRC FINCO INC
N/A
CAESARS RESORT COLLECTION LLC / CRC FINCO INC 5.25% 10/15/2025 144A
12652AAA1
14230000.00000000
PA
USD
14141774.00000000
0.197105454514
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05250000
N
N
N
N
N
N
BIG RIV STL LLC / BRS FIN CORP
N/A
BIG RIV STL LLC / BRS FIN CORP 6.625% 01/31/2029 144A
08949LAB6
4845000.00000000
PA
USD
5194445.63000000
0.072399231302
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
0.06625000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.5% 08/15/2030 144A
1248EPCE1
6965000.00000000
PA
USD
7212257.50000000
0.100523123379
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
0.04500000
N
N
N
N
N
N
SIMMONS FOOD INC/SIMMONS
N/A
SIMMONS FOOD INC/SIMMONS 4.625% 03/01/2029 144A
82873MAA1
650000.00000000
PA
USD
658385.00000000
0.009176449480
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.04625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES LP/RES FIN 4.25% 11/15/2023
87612BAP7
750000.00000000
PA
USD
750217.50000000
0.010456394036
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
0.04250000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2050
958667AA5
1350000.00000000
PA
USD
1553458.50000000
0.021651819899
Long
DBT
CORP
US
N
2
2050-02-01
Variable
0.06500000
N
N
N
N
N
N
BEAZER HOMES USA INC
549300DUPYT2T0F60I45
BEAZER HOMES USA INC 5.875% 10/15/2027
07556QBR5
2675000.00000000
PA
USD
2795375.00000000
0.038961424493
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05875000
N
N
N
N
N
N
EXPEDIA INC DEL
CI7MUJI4USF3V0NJ1H64
EXPEDIA INC DEL 6.25% 05/01/2025 144A
30212PAS4
925000.00000000
PA
USD
1081096.68000000
0.015068127413
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06250000
N
N
N
N
N
N
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD
N/A
DIGICEL INTERNATIONAL FINANCE LTD / DIGICEL HOLDINGS BERMUDA LTD 8% 12/31/2026 144A
25381XAC7
1250000.00000000
PA
USD
1192256.25000000
0.016617449130
Long
DBT
CORP
LC
N
2
2026-12-31
Fixed
0.08000000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 7.5% 01/15/2026 144A
893830BF5
1676000.00000000
PA
USD
1068450.00000000
0.014891860305
Long
DBT
CORP
KY
N
2
2026-01-15
Fixed
0.07500000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC 5% 04/15/2029 144A
00404AAP4
145000.00000000
PA
USD
151343.75000000
0.002109401453
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.05000000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 2YR NOTE (CBT) FUT JUN21 TUM1
N/A
189.00000000
NC
USD
-29949.06000000
-0.00041742451
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-30
41754652.19000000
USD
-29949.06000000
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 6% 1/15/37
037411AR6
55000.00000000
PA
USD
62150.00000000
0.000866235310
Long
DBT
CORP
US
N
2
2037-01-15
Fixed
0.06000000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 4.875% 03/15/2028
63938CAL2
1680000.00000000
PA
USD
1618797.60000000
0.022562504302
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04875000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 8% 02/15/2024 144A
45824TAR6
200000.00000000
PA
USD
206500.00000000
0.002878159158
Long
DBT
CORP
LU
N
2
2024-02-15
Fixed
0.08000000
N
N
N
N
N
N
LBC TANK TERMINALS HOLDING NETHERLANDS BV
213800O43KFINF83HN59
LBC TANK TERMINALS HOLDING NETHERLANDS BV 6.875% 05/15/2023 144A
50177WAA9
3390000.00000000
PA
USD
3381525.00000000
0.047131075781
Long
DBT
CORP
NL
N
2
2023-05-15
Fixed
0.06875000
N
N
N
N
N
N
VAIL RESORTS INC
529900PSZHRNU9HKH870
VAIL RESORTS INC 6.25% 05/15/2025 144A
91879QAL3
605000.00000000
PA
USD
646079.50000000
0.009004937676
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06250000
N
N
N
N
N
N
NIELSEN CO LUXEMBOURG SARL
549300MFMRJBOPHHM352
NIELSEN CO LUXEMBOURG SARL 5% 02/01/2025 144A
65410CAC4
1080000.00000000
PA
USD
1106865.00000000
0.015427281535
Long
DBT
CORP
LU
N
2
2025-02-01
Fixed
0.05000000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HLD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HLD 5.125% 06/30/2027
16412XAG0
1210000.00000000
PA
USD
1412558.46000000
0.019687980962
Long
DBT
CORP
US
N
2
2027-06-30
Fixed
0.05125000
N
N
N
N
N
N
U S CONCRETE INC
549300J94Q38BL8BMH45
U S CONCRETE INC 1LN B 05/01/2025
90344JAD6
548621.55000000
PA
USD
543135.33000000
0.007570120699
Long
LON
CORP
US
N
2
2025-05-01
Variable
0.00000000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP INC
N/A
CHOBANI LLC/FINANCE CORP INC 4.625% 11/15/2028 144A
17027NAB8
645000.00000000
PA
USD
665962.50000000
0.009282063286
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.04625000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.875% 11/01/2035
501797AL8
315000.00000000
PA
USD
382151.70000000
0.005326360364
Long
DBT
CORP
US
N
2
2035-11-01
Fixed
0.06875000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP 5% 05/01/2028 144A
35906ABF4
4475000.00000000
PA
USD
4607907.50000000
0.064224170330
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05000000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 4.125% 02/01/2029 144A
44267DAE7
3310000.00000000
PA
USD
3285671.50000000
0.045795087263
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04125000
N
N
N
N
N
N
EATON VANCE INCOME FD BOS INC
549300VF5K2L0CCUBE97
Eaton Vance Income Fund of Boston A
277907101
51945909.03100000
NS
USD
288819254.21000000
4.025509838685
Long
EC
RF
US
N
1
N
N
N
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP
N/A
OUTFRONT MEDIA CAP LLC / OUTFRONT MEDIA CAP CORP 5% 08/15/2027 144A
69007TAB0
100000.00000000
PA
USD
101625.00000000
0.001416430627
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05000000
N
N
N
N
N
N
NOVA CHEMICALS CORP
5493007M1XGU5E55ZJ25
NOVA CHEMICALS CORP 4.875% 06/01/2024 144A
66977WAQ2
800000.00000000
PA
USD
828000.00000000
0.011540512267
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
0.04875000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 5.375% 05/01/2025
527298BH5
2495000.00000000
PA
USD
2559870.00000000
0.035678998960
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05375000
N
N
N
N
N
N
OPEN TEXT HOLDINGS INC
N/A
OPEN TEXT HOLDINGS INC 4.125% 02/15/2030 144A
683720AA4
3904000.00000000
PA
USD
4060160.00000000
0.056589766050
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04125000
N
N
N
N
N
N
CENTRAL GARDEN and PET CO
5493004DVZLD37DJ0H83
CENTRAL GARDEN and PET CO 4.125% 10/15/2030
153527AN6
47000.00000000
PA
USD
48804.10000000
0.000680222602
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
0.04125000
N
N
N
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTL TERM B 04/25/2025
44332EAP1
1989795.92000000
PA
USD
1967848.47000000
0.027427511364
Long
LON
CORP
US
N
2
2025-04-25
Variable
0.02965110
N
N
N
N
N
N
PILGRIMS PRIDE CORP NEW
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP NEW 5.875% 09/30/2027 144A
72147KAE8
5365000.00000000
PA
USD
5755840.25000000
0.080223846639
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05875000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN LLC
5493006PITD7MU7WW480
TEVA PHARM FIN 6.15% 2/01/36
88163VAD1
995000.00000000
PA
USD
1087037.50000000
0.015150929474
Long
DBT
CORP
US
N
2
2036-02-01
Fixed
0.06150000
N
N
N
N
N
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH NETWORK CORP CONV 3.375% 08/15/2026
25470MAB5
9336000.00000000
PA
USD
8778891.38000000
0.122358579311
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.03375000
N
N
N
N
Y
DISH NETWORK CORP
DISH NETWORK CORP A
USD
XXXX
N
N
N
ANTARES HOLDINGS LP
N/A
ANTARES HOLDINGS LP 3.95% 07/15/2026 144A
03666HAC5
675000.00000000
PA
USD
687697.84000000
0.009585006472
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.03950000
N
N
N
N
N
N
WEIGHT WATCHERS INTL NEW
SGT8R1MU6ESIC7UJC518
WEIGHT WATCHERS TERM B 11/29/2024
948627AW4
659499.29000000
PA
USD
659334.42000000
0.009189682322
Long
LON
CORP
US
N
2
2024-11-29
Variable
0.05500000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 5.125% 03/15/2028 144A
131347CN4
14513000.00000000
PA
USD
14585565.00000000
0.203290932146
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05125000
N
N
N
N
N
N
TELECOM ITALIA CAP
549300777DJZOR5C4L39
TELECOM ITALI 7.721% 6/4/38
87927VAV0
275000.00000000
PA
USD
368170.00000000
0.005131485992
Long
DBT
CORP
LU
N
2
2038-06-04
Fixed
0.07721000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.875% 01/01/2026 144A
88033GCY4
2020000.00000000
PA
USD
2088053.80000000
0.029102911225
Long
DBT
CORP
US
N
2
2026-01-01
Fixed
0.04875000
N
N
N
N
N
N
NEWFIELD EXPLORATION CO
T8W3X1PFLPW2YE0UIP44
NEWFIELD EXPL 5.625% 7/01/24
651290AQ1
930000.00000000
PA
USD
1019446.66000000
0.014208860732
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.05625000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8.125% 06/30/2024 144A
12543DBA7
1335000.00000000
PA
USD
1391737.50000000
0.019397782237
Long
DBT
CORP
US
N
2
2024-06-30
Fixed
0.08125000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 2.8% 07/21/2023
88167AAD3
1070000.00000000
PA
USD
1048600.00000000
0.014615194642
Long
DBT
CORP
NL
N
2
2023-07-21
Fixed
0.02800000
N
N
N
N
N
N
OPEN TEXT CORPORATION
549300UQROQS42RKHM85
OPEN TEXT CORPORATION 5.875% 06/01/2026 144A
683715AB2
1000000.00000000
PA
USD
1033125.00000000
0.014399506928
Long
DBT
CORP
CA
N
2
2026-06-01
Fixed
0.05875000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.8% 3/15/22
156700AS5
2218000.00000000
PA
USD
2299245.34000000
0.032046460209
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.05800000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
FILTRATION GROUP TERM B 03/29/2025
31732FAM8
374000.32000000
PA
USD
371584.28000000
0.005179073601
Long
LON
CORP
US
N
2
2025-03-29
Variable
0.03114500
N
N
N
N
N
N
DANA FING LUXEMBOURG SARL
222100DKCE3D036DQU13
DANA FINANCING LUXEMBOURG SARL 6.5% 06/01/2026 144A
235822AA1
765000.00000000
PA
USD
793687.50000000
0.011062270930
Long
DBT
CORP
LU
N
2
2026-06-01
Fixed
0.06500000
N
N
N
N
N
N
SEG HLD LLC/SEG FIN CORP
N/A
SEG HLD LLC/SEG FIN CORP 5.625% 10/15/2028 144A
78397KAA0
25000.00000000
PA
USD
26500.00000000
0.000369352143
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.05625000
N
N
N
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 7.5% 10/01/2025 144A
87470LAH4
1625000.00000000
PA
USD
1732737.50000000
0.024150577748
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.07500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.5% 05/01/2031
674599DD4
3730000.00000000
PA
USD
4382750.00000000
0.061085966355
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.07500000
N
N
N
N
N
N
ENLINK MIDSTRM PRTNRS LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTRM PRTNRS LP 5.05% 04/01/2045
29336UAD9
580000.00000000
PA
USD
461100.00000000
0.006426727302
Long
DBT
CORP
US
N
2
2045-04-01
Fixed
0.05050000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 5.35% 07/01/2049
037411BG9
535000.00000000
PA
USD
532325.00000000
0.007419448300
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
0.05350000
N
N
N
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 4% 10/15/2030 144A
68245XAM1
12964000.00000000
PA
USD
12607490.00000000
0.175720885281
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
0.04000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 6.375% 05/15/2029
64110LAX4
3790000.00000000
PA
USD
4709075.00000000
0.065634224406
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.06375000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.125% 06/15/2024
85207UAH8
14305000.00000000
PA
USD
16471492.25000000
0.229576640558
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.07125000
N
N
N
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
FRONT RANGE BIDCO INC 4% 03/01/2027 144A
98919VAA3
3145000.00000000
PA
USD
3132042.60000000
0.043653835808
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.04000000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 6.125% 04/01/2029 144A
443628AH5
1880000.00000000
PA
USD
2026094.80000000
0.028239338037
Long
DBT
CORP
CA
N
2
2029-04-01
Fixed
0.06125000
N
N
N
N
N
N
OLIN CORP
549300GKK294V7W57P06
OLIN CORP 5.625% 08/01/2029
680665AL0
5844000.00000000
PA
USD
6304215.00000000
0.087866993414
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.05625000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 7.125% 01/31/2025
88167AAN1
2650000.00000000
PA
USD
2868333.50000000
0.039978306697
Long
DBT
CORP
NL
N
2
2025-01-31
Fixed
0.07125000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 09/15/2024 144A
65342QAC6
234000.00000000
PA
USD
248040.00000000
0.003457136066
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.04250000
N
N
N
N
N
N
CALERES INC
JFU6RQQJ8Z1CPOLBXQ18
CALERES INC 6.25% 08/15/2023
129500AB0
1500000.00000000
PA
USD
1507500.00000000
0.021011258748
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
0.06250000
N
N
N
N
N
N
TELEFLEX INC
UUL85LWXB4NGSWWXIQ25
TELEFLEX INC 4.25% 06/01/2028 144A
879369AG1
565000.00000000
PA
USD
584068.75000000
0.008140643206
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
0.04250000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
N/A
CABLEVISION LIGHTPATH LLC 3.875% 09/15/2027 144A
12687GAA7
2627000.00000000
PA
USD
2607297.50000000
0.036340034764
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.03875000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 4.75% 01/15/2031 144A
26885BAL4
2895000.00000000
PA
USD
2790056.25000000
0.038887292731
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.04750000
N
N
N
N
N
N
MELCO RESORTS FIN LTD
529900NRV6LBR3T6B421
MELCO RESORTS FIN LTD 5.75% 07/21/2028 144A
58547DAE9
1575000.00000000
PA
USD
1686037.50000000
0.023499681706
Long
DBT
CORP
KY
N
2
2028-07-21
Fixed
0.05750000
N
N
N
N
N
N
BRINKS CO
XFP140TFNOQMIVFTVQ13
BRINKS CO 4.625% 10/15/2027 144A
109696AA2
850000.00000000
PA
USD
875959.00000000
0.012208956021
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04625000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US ULTRA BOND CBT FUT JUN21 WNM1
N/A
-21.00000000
NC
USD
40834.29000000
0.000569140851
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UNITED STATES TREASURY BOND
UNITED STATES TREASURY BOND 0% 06/30/2040
2021-06-21
-4011146.79000000
USD
40834.29000000
N
N
N
ALLY FINL INC
549300JBN1OSM8YNAI90
GENERAL MOTORS ACCEPT CORP 8.0% 11/01/2031
370425RZ5
899000.00000000
PA
USD
1275208.87000000
0.017773627546
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
0.08000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.75% 07/01/2036
501797AM6
2350000.00000000
PA
USD
2825875.00000000
0.039386527904
Long
DBT
CORP
US
N
2
2036-07-01
Fixed
0.06750000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 7% 06/15/2025 144A
17302XAK2
8279000.00000000
PA
USD
8535980.16000000
0.118972927240
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXP 6.875 4/15/40 144A
77340RAM9
835000.00000000
PA
USD
924762.50000000
0.012889170261
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
0.06875000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5.5% 07/15/2030 144A
84762LAW5
610000.00000000
PA
USD
657342.10000000
0.009161913731
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.05500000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC OKLA
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OKLA 4.9% 06/01/2044
212015AQ4
1895000.00000000
PA
USD
1894431.50000000
0.026404239090
Long
DBT
CORP
US
N
2
2044-06-01
Fixed
0.04900000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 6.75% 06/15/2023
88033GCN8
3260000.00000000
PA
USD
3519430.80000000
0.049053181550
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.06750000
N
N
N
N
N
N
UST BILLS
N/A
UST BILLS 0% 11/04/2021
9127964W6
3500000.00000000
PA
USD
3498613.62000000
0.048763035510
Long
DBT
UST
US
N
2
2021-11-04
Fixed
0.00000000
N
N
N
N
N
N
AMERICAN AXLE and MFG INC
RY5TAKFOBLDUGX31MS24
AMERICAN AXLE and MFG INC 6.5% 04/01/2027
02406PAU4
3630000.00000000
PA
USD
3790228.20000000
0.052827506087
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.625% 04/15/2030 144A
737446AQ7
4004000.00000000
PA
USD
4064060.00000000
0.056644123535
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
0.04625000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP 4% 03/01/2031 144A
16411QAH4
5200000.00000000
PA
USD
5240716.00000000
0.073044139240
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.04000000
N
N
N
N
N
N
SOLENIS INTL LP
549300P0XTH2Z2N7QB86
SOLENIS INTL LP TERM 1LN 12/18/2023
83420LAK7
3035743.18000000
PA
USD
3035925.32000000
0.042314170773
Long
LON
CORP
US
N
2
2023-12-18
Variable
0.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
VISTRA OPERATIONS CO LLC 5% 07/31/2027 144A
92840VAF9
11778000.00000000
PA
USD
12322732.50000000
0.171751987428
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
0.05000000
N
N
N
N
N
N
ITRON INC
24F6LSZD18II6ICG6S41
ITRON INC 5% 01/15/2026 144A
465740AA6
998000.00000000
PA
USD
1020455.00000000
0.014222914790
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.375% 05/15/2027
163851AE8
7852000.00000000
PA
USD
8264230.00000000
0.115185323309
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05375000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 5.5% 08/01/2023
45824TAP0
3685000.00000000
PA
USD
2339975.00000000
0.032614142746
Long
DBT
CORP
LU
N
2
2023-08-01
Fixed
0.05500000
Y
Y
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 5.625% 04/01/2025
156700AZ9
860000.00000000
PA
USD
921232.00000000
0.012839962799
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05625000
N
N
N
N
N
N
POLYONE CORP
SM8L9RZYIB34LNTWO040
POLYONE CORP 5.75% 05/15/2025 144A
73179PAM8
100000.00000000
PA
USD
106020.00000000
0.001477687331
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05750000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 5.125% 05/01/2025
88033GCU2
1515000.00000000
PA
USD
1522575.00000000
0.021221371336
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05125000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 5.125% 02/15/2025 144A
914906AS1
2825000.00000000
PA
USD
2827683.75000000
0.039411737930
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05125000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.75% 4/15/43
037411BA2
725000.00000000
PA
USD
708694.75000000
0.009877657556
Long
DBT
CORP
US
N
2
2043-04-15
Fixed
0.04750000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 7.5% 06/15/2029
501797AR5
745000.00000000
PA
USD
841850.00000000
0.011733551029
Long
DBT
CORP
US
N
2
2029-06-15
Fixed
0.07500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.875% 02/15/2026
404119BS7
875000.00000000
PA
USD
1011456.25000000
0.014097491861
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05875000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOURG SA
2221003LZ2TH3GI7JG79
CABOT FINANCIAL LUX SA 7.5% 10/01/2023 144A
N/A
253598.73000000
PA
359927.78000000
0.005016607440
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
0.07500000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 8.5% 07/15/2027
674599DZ5
1860000.00000000
PA
USD
2226801.30000000
0.031036748455
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.08500000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 4.125% 08/15/2026 144A
03969AAN0
605000.00000000
PA
USD
626119.34000000
0.008726736623
Long
DBT
CORP
IE
N
2
2026-08-15
Fixed
0.04125000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 7.75% 07/01/2026
25470XAY1
4854000.00000000
PA
USD
5341827.00000000
0.074453405829
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
0.07750000
N
N
N
N
N
N
STL HOLDING CO LLC
984500BC2I63E7F48656
STL HOLDING CO LLC 7.5% 02/15/2026 144A
861036AA9
950000.00000000
PA
USD
980875.00000000
0.013671256003
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07500000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
UNITED CONTL HLDGS INC 5% 02/01/2024
910047AH2
1010000.00000000
PA
USD
1036512.50000000
0.014446721282
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.05000000
N
N
N
N
N
N
PRIME SEC SVCS BORROWER LLC / PRIME FIN INC
N/A
PRIME SECURITY SERVICES BORROWER LLC 6.25% 01/15/2028 144A
74166MAE6
1290000.00000000
PA
USD
1336349.70000000
0.018625797230
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06250000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 9.125% 06/15/2023 144A
780153BC5
520000.00000000
PA
USD
570700.00000000
0.007954312018
Long
DBT
CORP
LR
N
2
2023-06-15
Fixed
0.09125000
N
N
N
N
N
N
AMC ENTERTAINMENT HOLDING INC
549300ZO77UNR6NRBR11
AMC ENTMT HLDGS INC PIK STEP 06/15/2026 144A
00165CAP9
1696885.00000000
PA
USD
1306601.45000000
0.018211171573
Long
DBT
CORP
US
N
2
2026-06-15
Variable
0.12000000
N
N
Y
N
N
N
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 6.625% 07/15/2026 144A
019576AA5
4259000.00000000
PA
USD
4510408.77000000
0.062865250898
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.06625000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM B-3 11/27/2023
N/A
5140000.00000000
PA
USD
5212268.40000000
0.072647641804
Long
LON
CORP
LU
N
2
2023-11-27
Variable
0.08000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 8.625% 07/01/2025 144A
80874YBG4
4515000.00000000
PA
USD
4862113.20000000
0.067767242793
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.08625000
N
N
N
N
N
N
ADTALEM GLOBAL EDUCATION INC
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION INC 5.5% 03/01/2028 144A
00737WAA7
6730000.00000000
PA
USD
6698369.00000000
0.093360639637
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.05500000
N
N
N
N
N
N
CNX RESOURCES CORP
549300JK3KH8PWM3B226
CNX RESOURCES CORP 7.25% 03/14/2027 144A
12653CAC2
5046000.00000000
PA
USD
5399220.00000000
0.075253338946
Long
DBT
CORP
US
N
2
2027-03-14
Fixed
0.07250000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON TERM 2LN 02/08/2029
N/A
550000.00000000
PA
USD
552062.50000000
0.007694545958
Long
LON
CORP
US
N
2
2029-02-08
Variable
0.00000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4% 07/15/2030
911365BN3
4975000.00000000
PA
USD
5160070.00000000
0.071920110070
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
0.04000000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/ WYNN LAS V
N/A
WYNN LAS VEGAS LLC/ WYNN LAS V 5.25% 05/15/2027 144A
983130AX3
5810000.00000000
PA
USD
6166675.90000000
0.085949998643
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 3.375% 02/15/2030
15135BAV3
2145000.00000000
PA
USD
2204416.50000000
0.030724753214
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.03375000
N
N
N
N
N
N
SABRA HEALTH CARE LP
549300OVKLRFSIQG0H81
SABRA HEALTH CARE LP 5.125% 08/15/2026
14162VAB2
725000.00000000
PA
USD
821079.13000000
0.011444050450
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05125000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS INC 4.75% 02/15/2029 144A
90290MAD3
2385000.00000000
PA
USD
2418723.90000000
0.033711730483
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04750000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.375% 02/01/2025
404119BR9
1977000.00000000
PA
USD
2219182.50000000
0.030930559016
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05375000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 4.875% 10/01/2024 144A
98313RAC0
1485000.00000000
PA
USD
1493613.00000000
0.020817704287
Long
DBT
CORP
KY
N
2
2024-10-01
Fixed
0.04875000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC 5.625% 02/15/23
00404AAJ8
250000.00000000
PA
USD
250000.00000000
0.003484454187
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
0.05625000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.125% 06/16/2025
345397A60
3675000.00000000
PA
USD
3969000.00000000
0.055319194675
Long
DBT
CORP
US
N
2
2025-06-16
Fixed
0.05125000
N
N
N
N
N
N
DOLYA HOLDCO 18 DAC
N/A
DOLYA HOLDCO 18 DAC 5% 07/15/2028 144A
92770QAA5
3737000.00000000
PA
USD
3827099.07000000
0.053341405516
Long
DBT
CORP
IE
N
2
2028-07-15
Fixed
0.05000000
N
N
N
N
N
N
BWAY HLDG CO
549300DNGHXL0OMHW304
BWAY HLDG CO 8.5% 04/15/2024 144A
57763RAA5
400000.00000000
PA
USD
412000.00000000
0.005742380500
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.08500000
N
N
N
N
N
N
LPL HOLDINGS INC
549300Z5YF8CCRMYUL26
LPL HOLDINGS INC 5.75% 09/15/2025 144A
50212YAB0
4351000.00000000
PA
USD
4482400.20000000
0.062474872582
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.05750000
N
N
N
N
N
N
FREEDOM MTG CORP
549300LYRWPSYPK6S325
FREEDOM MTG CORP 7.625% 05/01/2026 144A
35640YAF4
1575000.00000000
PA
USD
1685250.00000000
0.023488705675
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07625000
N
N
N
N
N
N
TRANSOCEAN INC
DOL4HJ22ADYSIWES4H94
TRANSOCEAN INC 8% 02/01/2027 144A
893830BL2
675000.00000000
PA
USD
421875.00000000
0.005880016440
Long
DBT
CORP
KY
N
2
2027-02-01
Fixed
0.08000000
N
N
N
N
N
N
1011778 B C UNLIMITED LIABILITY CO / NEW RED FIN INC
N/A
1011778 BC ULC/NEW RED FIN INC 5.75% 04/15/2025 144A
68245XAK5
255000.00000000
PA
USD
271893.75000000
0.003789605262
Long
DBT
CORP
CA
N
2
2025-04-15
Fixed
0.05750000
N
N
N
N
N
N
DELTA AIR LINES INC / SKYMILES IP LTD
N/A
DELTA AIR LINES INC / SKYMILES IP LTD 4.75% 10/20/2028 144A
830867AB3
1030000.00000000
PA
USD
1140439.69000000
0.015895239412
Long
DBT
CORP
US
N
2
2028-10-20
Fixed
0.04750000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM B-4 01/02/2024
N/A
2861000.00000000
PA
USD
2905889.09000000
0.040501749628
Long
LON
CORP
LU
N
2
2024-01-02
Variable
0.08750000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 7.125% 02/01/2027 144A
552704AE8
3382000.00000000
PA
USD
3550085.40000000
0.049480439747
Long
DBT
CORP
CA
N
2
2027-02-01
Fixed
0.07125000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 6.25% 03/15/2026 144A
893647BE6
11930000.00000000
PA
USD
12572907.70000000
0.175238883521
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.06250000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 8.5% 04/21/2023
345370CV0
715000.00000000
PA
USD
799906.25000000
0.011148946728
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
0.08500000
N
N
N
N
N
N
NAVISTAR INTL CORP NEW
WNDD3CRVXJGC8I7GX671
NAVISTAR INTL CORP NEW 9.5% 05/01/2025 144A
63934EAW8
4215000.00000000
PA
USD
4715531.25000000
0.065724210435
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.09500000
N
N
N
N
N
N
LEVEL 3 FINANCING INC
N/A
LEVEL 3 FINANCING INC 3.625% 01/15/2029 144A
527298BS1
2870000.00000000
PA
USD
2823678.20000000
0.039355909308
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5.25% 02/15/2031 144A
071734AL1
3080000.00000000
PA
USD
3118500.00000000
0.043465081530
Long
DBT
CORP
CA
N
2
2031-02-15
Fixed
0.05250000
N
N
N
N
N
N
BLACKROCK FDS II
N/A
BlackRock High Yield Bond K
09260B614
110285949.71450000
NS
USD
859127548.28000000
11.97436233171
Long
EC
RF
US
N
1
N
N
N
STONEPEAK LONESTAR HLDGS LLC
N/A
STONEPEAK LONESTAR TERM B 1LN 10/19/2026
86184NAC0
906085.24000000
PA
USD
906891.66000000
0.012640089768
Long
LON
CORP
US
N
2
2026-10-19
Variable
0.04717750
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 5.45% 04/01/44
958254AD6
75000.00000000
PA
USD
79500.00000000
0.001108056431
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05450000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
SPRINT CAPITAL CORP 8.75% 03/15/2032
852060AT9
7034000.00000000
PA
USD
10466592.00000000
0.145881441279
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
0.08750000
N
N
N
N
N
N
BROOKFIELD RETAIL HLDGS VII SUB 3 LLC
N/A
BROOKFIELD RETAIL HLDGS VII SUB 3 LLC TERM B 08/24/2025
11283HAB3
989873.13000000
PA
USD
963205.95000000
0.013424988022
Long
LON
CORP
US
N
2
2025-08-24
Variable
0.00000000
N
N
N
N
N
N
ESH HOSPITALITY INC
54930042FMK7X7SQ2896
ESH HOSPITALITY INC 5.25% 05/01/2025 144A
26907YAA2
4500000.00000000
PA
USD
4587210.00000000
0.063935692367
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05250000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE FIN LLC 5.5% 03/01/2024 144A
20338QAB9
1000000.00000000
PA
USD
1026250.00000000
0.014303684438
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05500000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 5% 03/15/2027
63938CAK4
3230000.00000000
PA
USD
3165400.00000000
0.044118765136
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
MESQUITE ENERGY INC 15% PIK CONV 07/15/2023 PP
59073XAE5
547546.00000000
PA
USD
547546.00000000
0.007631595809
Long
DBT
CORP
US
Y
3
2023-07-15
Fixed
0.15000000
N
N
Y
N
N
SANCHEZ ENERGY CORP
MESQUITE ENERGY INC
USD
XXXX
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 6.75% 12/01/2023 W
156700AX4
1336000.00000000
PA
USD
1482960.00000000
0.020669224725
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.06750000
N
N
N
N
N
N
TEMPO ACQUISITION LLC / TEMPO ACQUISITION FIN CORP
N/A
TEMPO ACQUISITION LLC 6.75% 06/01/2025 144A
88023JAA4
9340000.00000000
PA
USD
9585175.00000000
0.133596412654
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.06750000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.2% 03/15/48
674599CN3
850000.00000000
PA
USD
724625.00000000
0.010099690461
Long
DBT
CORP
US
N
2
2048-03-15
Fixed
0.04200000
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LIMITED 5.875% 05/15/2026 144A
55300RAB7
665000.00000000
PA
USD
699992.30000000
0.009756364402
Long
DBT
CORP
KY
N
2
2026-05-15
Fixed
0.05875000
N
N
N
N
N
N
GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP
N/A
GLOBAL NET LEASE INC / GLOBAL NET LEASE OPERATING PARTNERSHIP LP 3.75% 12/15/2027 144A
37892AAA8
525000.00000000
PA
USD
524739.76000000
0.007313726615
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.03750000
N
N
N
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.5% 01/15/2028 144A
629571AB6
2575000.00000000
PA
USD
2225752.75000000
0.031022133957
Long
DBT
CORP
BM
N
2
2028-01-15
Fixed
0.07500000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 5.75% 11/15/2028 144A
163851AF5
10520000.00000000
PA
USD
10783000.00000000
0.150291478001
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.05750000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 4.5% 05/15/2029 144A
86765LAR8
4650000.00000000
PA
USD
4650000.00000000
0.064810847881
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
0.04500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 4% 11/15/2029 144A
55354GAH3
875000.00000000
PA
USD
927596.25000000
0.012928666549
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04000000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 8.25% 03/15/2026 144A
80874YBA7
8295000.00000000
PA
USD
8792948.85000000
0.122554509752
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08250000
N
N
N
N
N
N
MINERALS TECHNOLOGIES INC
549300D3I1QU67GP6403
MINERALS TECHNOLOGIES INC 5% 07/01/2028 144A
603158AA4
875000.00000000
PA
USD
912318.75000000
0.012715731553
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
BY CROWN PARENT LLC / BY BOND FINANCE INC
N/A
BY CROWN PARENT LLC / BY BOND FINANCE INC 4.25% 01/31/2026 144A
05608QAA5
3325000.00000000
PA
USD
3424750.00000000
0.047733537910
Long
DBT
CORP
US
N
2
2026-01-31
Fixed
0.04250000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
SYMANTEC CORP 5% 04/15/2025 144A
871503AU2
1300000.00000000
PA
USD
1316250.00000000
0.018345651295
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.05000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.2% 07/15/2045
50077LAM8
650000.00000000
PA
USD
781128.87000000
0.010887231047
Long
DBT
CORP
US
N
2
2045-07-15
Fixed
0.05200000
N
N
N
N
N
N
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC
N/A
UNITI GROUP LP / UNITI GROUP FINANCE INC / CSL CAPITAL LLC 6.5% 02/15/2029 144A
91327BAA8
5575000.00000000
PA
USD
5616812.50000000
0.078286103336
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
SERVICE PPTYS TR
529900IS770AG1K9QG27
HOSPITALITY PROP TRUST 4.95% 02/15/2027
44106MAW2
1100000.00000000
PA
USD
1089385.00000000
0.015183648498
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04950000
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 5.75% 03/01/2027 144A
143658BN1
4565000.00000000
PA
USD
4633475.00000000
0.064580525459
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
0.05750000
N
N
N
N
N
N
SPIRIT AEROSYSTEMS INC
ZD2NBKV6GCC3UMGBM518
SPIRIT AEROSYSTEMS INC 7.5% 04/15/2025 144A
85205TAL4
2325000.00000000
PA
USD
2459385.00000000
0.034278457444
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
GCI LLC
549300N3IE9H88Q20221
GCI LLC 4.75% 10/15/2028 144A
36166TAB6
850000.00000000
PA
USD
878687.50000000
0.012246985354
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
SPRINT CORP 7.625% 03/01/2026
85207UAK1
1000000.00000000
PA
USD
1227880.00000000
0.017113966429
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
WINDSTREAM ESCROW LLC
N/A
WINDSTREAM ESCROW LLC 7.75% 08/15/2028 144A
97382WAA1
5511000.00000000
PA
USD
5641886.25000000
0.078635576669
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.07750000
N
N
N
N
N
N
MDC PARTNERS INC
529900SR4J92B5C43M74
MDC PARTNERS INC 6.5% 05/01/2024 144A
552697AQ7
3345000.00000000
PA
USD
3370087.50000000
0.046971662002
Long
DBT
CORP
CA
N
2
2024-05-01
Variable
0.07500000
N
N
N
N
N
N
HUDBAY MINERALS INC
549300WI524AL577IX21
HUDBAY MINERALS INC 4.5% 04/01/2026 144A
443628AJ1
2205000.00000000
PA
USD
2233951.65000000
0.031136408723
Long
DBT
CORP
CA
N
2
2026-04-01
Fixed
0.04500000
N
N
N
N
N
N
INFORMATICA CORP
5493007SV33RZV7RPS40
INFORMATICA CORP TERM B 1LN 02/14/2027
45673YAB2
521062.50000000
PA
USD
519749.42000000
0.007244172171
Long
LON
CORP
US
N
2
2027-02-14
Variable
0.00000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE 5.0% 04/15/22 144A
65409QBB7
2388000.00000000
PA
USD
2394208.80000000
0.033370043512
Long
DBT
CORP
US
N
2
2022-04-15
Fixed
0.05000000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 5.25% 08/15/2027 144A
45174HBE6
1675000.00000000
PA
USD
1716875.00000000
0.023929489130
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
COLFAX CORP
635400OP2DYYYMOIYL17
CFX ESCROW CORP 6.375% 02/15/2026 144A
15723RAC8
545000.00000000
PA
USD
581106.25000000
0.008099352424
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.06375000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 4.5% 01/15/2028
55303XAF2
2400000.00000000
PA
USD
2538000.00000000
0.035374178908
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04500000
N
N
N
N
N
N
SS and C TECHNOLOGIES INC
549300KY09TR3J12JU49
SS and C TECHNOLOGIES INC 5.5% 09/30/2027 144A
78466CAC0
1380000.00000000
PA
USD
1457790.60000000
0.020318418240
Long
DBT
CORP
US
N
2
2027-09-30
Fixed
0.05500000
N
N
N
N
N
N
GREENEDEN US HLDGS II LLC
549300CVRD4OUCPHWQ42
GENESYS TELECOMMUNICATIONS TERM B 1LN 12/01/2027
39479UAQ6
925000.00000000
PA
USD
928468.75000000
0.012940827294
Long
LON
CORP
US
N
2
2027-12-01
Variable
0.04750000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 4.5% 09/15/2031 144A
737446AR5
4375000.00000000
PA
USD
4364062.50000000
0.060825503405
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
0.04500000
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B3 2LN 02/05/2028
04649VAZ3
115000.00000000
PA
USD
118126.85000000
0.001646430388
Long
LON
CORP
US
N
2
2028-02-05
Variable
0.05364500
N
N
N
N
N
N
TENNECO INC DEL
549300U0EXXFAQFAD785
TENNECO INC NEW 5.375% 12/15/2024
88037EAJ0
1710000.00000000
PA
USD
1689018.30000000
0.023541227550
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.05375000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 4.75% 12/01/2027
103304BU4
1375000.00000000
PA
USD
1397797.50000000
0.019482245406
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.04750000
N
N
N
N
N
N
BEASLEY MEZ HLDGS LLC
549300VK8LJV1TK18D38
BEASLEY MEZ HLDGS LLC 8.625% 02/01/2026 144A
07403VAA7
770000.00000000
PA
USD
779625.00000000
0.010866270382
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.08625000
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
MERCER INTERNATIONAL INC 5.125% 02/01/2029 144A
588056BA8
870000.00000000
PA
USD
882127.80000000
0.012294935625
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05125000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.75% 08/15/2026
63530QAH2
475000.00000000
PA
USD
406125.00000000
0.005660495827
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.05750000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 3.6% 05/15/2025 144A
77340RAS6
1925000.00000000
PA
USD
1963500.00000000
0.027366903186
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.03600000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 7.875% 04/15/2027 144A
097751BT7
10855000.00000000
PA
USD
9744533.50000000
0.135817522224
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
0.07875000
N
N
N
N
N
N
VICI PROPERTIES / NOTE
N/A
VICI PROPERTIES / NOTE 4.25% 12/01/2026 144A
92564RAA3
1480000.00000000
PA
USD
1526472.00000000
0.021275687008
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.04250000
N
N
N
N
N
N
SCOTTS MIRACLE GRO CO (THE)
2TH9E0JTOUXOEGI2R879
SCOTTS MIRACLE GRO CO (THE) 4.5% 10/15/2029
810186AS5
1555000.00000000
PA
USD
1648844.25000000
0.022981289003
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
0.04500000
N
N
N
N
N
N
ARTISAN PARTNERS FDS INC
549300QY9C2JZ6CCJQ17
Artisan High Income Investor
04314H725
80467797.32000000
NS
USD
819162176.72000000
11.41733230661
Long
EC
RF
US
N
1
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 6.5% 04/15/2026 144A
897051AA6
2756000.00000000
PA
USD
2849070.12000000
0.039709817236
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.06500000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 4.25% 02/15/2029 144A
70932MAB3
2725000.00000000
PA
USD
2691537.00000000
0.037514149478
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.04250000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS LTD 7.75% 04/15/2025 144A
983133AB5
1229000.00000000
PA
USD
1333710.80000000
0.018589016726
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07750000
N
N
N
N
N
N
TRONOX FINANCE PLC
N/A
TRONOX FINANCE PLC 5.75% 10/01/2025 144A
89705PAA3
700000.00000000
PA
USD
722897.00000000
0.010075605914
Long
DBT
CORP
GB
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 5.75% 01/15/2028
629377CE0
175000.00000000
PA
USD
185937.50000000
0.002591562801
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 4% 01/15/2032 144A
87612BBT8
6290000.00000000
PA
USD
6165458.00000000
0.085933023776
Long
DBT
CORP
US
N
2
2032-01-15
Fixed
0.04000000
N
N
N
N
N
N
CRESTWOOD MIDSTREAM PARTNERS LP/CRESTWOOD MIDSTREAM FIN CORP
N/A
CRESTWOOD MIDSTRM PTN/FIN CORP 5.625% 05/01/2027 144A
226373AQ1
8449000.00000000
PA
USD
8375071.25000000
0.116730208340
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5.25% 01/30/2030 144A
071734AJ6
4721000.00000000
PA
USD
4799840.70000000
0.066899300099
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
0.05250000
N
N
N
N
N
N
WEEKLEY HOMES LLC / WEEKLEY FIN CORP
N/A
WEEKLEY HOMES LLC / WEEKLEY FIN CORP 4.875% 09/15/2028 144A
948565AD8
280000.00000000
PA
USD
292600.00000000
0.004078205180
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.04875000
N
N
N
N
N
N
ON SEMICONDUCTOR CORP
ZV20P4CNJVT8V1ZGJ064
ON SEMICONDUCTOR CORP 3.875% 09/01/2028 144A
682189AQ8
885000.00000000
PA
USD
924825.00000000
0.012890041374
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
GENWORTH MORTGAGE HOLDING INC
N/A
GENWORTH MORTGAGE HOLDING INC 6.5% 08/15/2025 144A
37255LAA5
1565000.00000000
PA
USD
1691185.95000000
0.023571439859
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.06500000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HLDGS INC
N/A
CLEAR CHANNEL WRLDWD HLDGS INC WI 9.25% 02/15/2024
18451QAP3
12379000.00000000
PA
USD
12889633.75000000
0.179653353165
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.09250000
N
N
N
N
N
N
TRAVEL+LEISURE CO
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC 4.625% 03/01/2030 144A
98310WAQ1
250000.00000000
PA
USD
259140.00000000
0.003611845832
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04625000
N
N
N
N
N
N
TENNECO INC DEL
549300U0EXXFAQFAD785
TENNECO INC DEL 5% 07/15/2024 REGS
N/A
275000.00000000
PA
338554.07000000
0.004718704587
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.05000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 5% 02/15/2029 144A
071734AM9
1490000.00000000
PA
USD
1506762.50000000
0.021000979608
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.05000000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 5.5% 03/01/2030
87612BBQ4
3507000.00000000
PA
USD
3750280.59000000
0.052270723619
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 5.625% 06/15/2028 144A
21039CAA2
500000.00000000
PA
USD
528125.00000000
0.007360909470
Long
DBT
CORP
FR
N
2
2028-06-15
Fixed
0.05625000
N
N
N
N
N
N
DANA FING LUXEMBOURG SARL
222100DKCE3D036DQU13
DANA FING LUXEMBOURG SARL 5.75% 04/15/2025 144A
235822AB9
1615000.00000000
PA
USD
1656586.25000000
0.023089195580
Long
DBT
CORP
LU
N
2
2025-04-15
Fixed
0.05750000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
5493008HF9XC5H29ZX61
GFL ENVIRONMENTAL CORP TERM B 1LN 05/31/2025
N/A
427597.46000000
PA
USD
429380.54000000
0.005984627281
Long
LON
CORP
CA
N
2
2025-05-31
Variable
0.04701630
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP MTN 5.25% 2/01/42
037411AY1
125000.00000000
PA
USD
130000.00000000
0.001811916177
Long
DBT
CORP
US
N
2
2042-02-01
Fixed
0.05250000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
UNITI GRP/UNITI HLD/CSL 7.875% 02/15/2025 144A
91327AAA0
11950000.00000000
PA
USD
12799226.75000000
0.178393276966
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.07875000
N
N
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC 6.75% 04/15/2025 144A
53219LAT6
3260000.00000000
PA
USD
3455600.00000000
0.048163519556
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06750000
N
N
N
N
N
N
NEXTERA ENERGY OPERATING PARTNERS LP
549300KJEC5IUVJWR786
NEXTERA ENERGY OPERATING PARTNERS LP 4.25% 07/15/2024 144A
65342QAK8
1020000.00000000
PA
USD
1078650.00000000
0.015034026036
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04250000
N
N
N
N
N
N
CHEPLAPHARM ARZNEIMITTEL GMBH
529900ONXKBELT7EW052
CHEPLAPHARM ARZNEIMITTEL GMBH 5.5% 01/15/2028 144A
16412EAA5
375000.00000000
PA
USD
382500.00000000
0.005331214906
Long
DBT
CORP
DE
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
MEG ENERGY CORP
5493002WXPTG5ZC1T326
MEG ENERGY CORP 5.875% 02/01/2029 144A
552704AF5
2405000.00000000
PA
USD
2441796.50000000
0.034033312154
Long
DBT
CORP
CA
N
2
2029-02-01
Fixed
0.05875000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 5.875% 03/15/2026 144A
62886HBA8
1600000.00000000
PA
USD
1607680.00000000
0.022407549230
Long
DBT
CORP
BM
N
2
2026-03-15
Fixed
0.05875000
N
N
N
N
N
N
ICELAND BONDCO PLC
2138002DRBYIA8QXHO36
ICELAND BONDCO PLC 4.625% 03/15/2025 REGS
N/A
1055000.00000000
PA
1461527.35000000
0.020370500377
Long
DBT
CORP
GB
N
2
2025-03-15
Fixed
0.04625000
N
N
N
N
N
N
MGM CHINA HOLDINGS LIMITED
529900VZFN87OS7WJM66
MGM CHINA HOLDINGS LIMITED 5.25% 06/18/2025 144A
55300RAE1
715000.00000000
PA
USD
747845.31000000
0.010423330887
Long
DBT
CORP
KY
N
2
2025-06-18
Fixed
0.05250000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
BOMBARDIER INC 6% 10/15/2022 144A
097751BJ9
1255000.00000000
PA
USD
1230376.90000000
0.017148767764
Long
DBT
CORP
CA
N
2
2022-10-15
Fixed
0.06000000
N
N
N
N
N
N
SOLERA LLC / SOLERA FINANCE INC
N/A
SOLERA LLC / SOLERA FINANCE INC 10.5% 03/01/2024 144A
83422AAA1
3615000.00000000
PA
USD
3741525.00000000
0.052148689810
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.10500000
N
N
N
N
N
N
NEW GOLD INC
5493005G0GNCHP0H6L96
NEW GOLD INC 7.5% 07/15/2027 144A
644535AH9
3230000.00000000
PA
USD
3403741.70000000
0.047440728074
Long
DBT
CORP
CA
N
2
2027-07-15
Fixed
0.07500000
N
N
N
N
N
N
PG and E CORP
8YQ2GSDWYZXO2EDN3511
PG and E CORP 5% 07/01/2028
69331CAH1
5330000.00000000
PA
USD
5603162.50000000
0.078095852138
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.05000000
N
N
N
N
N
N
LTF MERGER SUB INC
N/A
LIFE TIME FITNESS TERM B 06/10/2022
50218KAD0
4802590.20670000
PA
USD
4787990.33000000
0.066734131814
Long
LON
CORP
US
N
2
2022-06-10
Variable
0.03750000
N
N
N
N
N
N
VALEANT PHARMACEUTICALS INTL INC
KOO0397YRO83WY5MGD97
VALEANT PHARMACEUTICALS INTL INC 9.25% 04/01/2026 144A
91911XAV6
2961000.00000000
PA
USD
3282120.45000000
0.045745593379
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.09250000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC / WYNN RESORTS CAPITAL CORP
N/A
WYNN RESORTS LTD 5.125% 10/01/2029 144A
983133AA7
2918000.00000000
PA
USD
3071195.00000000
0.042805753109
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.05125000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO
N/A
DIAMOND SPORTS GROUP LLC / DIAMOND SPORTS FINANCE CO 6.625% 08/15/2027 144A
25277LAC0
14850000.00000000
PA
USD
7647750.00000000
0.106592938040
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.06625000
N
N
N
N
N
N
ENERGIZER HLDGS INC NEW
5493000D6NN0V57UME20
ENERGIZER HLDGS INC 4.375% 03/31/2029 144A
29272WAD1
550000.00000000
PA
USD
548625.00000000
0.007646634713
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
0.04375000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURY TEL ENTP 6.875 1/15/28
156686AM9
613000.00000000
PA
USD
691390.44000000
0.009636473254
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06875000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
DIVERSIFIED HEALTHCARE TR 9.75% 06/15/2025
25525PAA5
3955000.00000000
PA
USD
4454318.75000000
0.062083478477
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.09750000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.125% 02/15/2027 144A
829259AW0
2985000.00000000
PA
USD
2963209.50000000
0.041300670999
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05125000
N
N
N
N
N
N
ARCELORMITTAL SA LUXEMBOURG
2EULGUTUI56JI9SAL165
ARCELORMITTAL SA LUXEMBOURG 6.75%/VAR 03/01/2041
03938LAS3
10000.00000000
PA
USD
14152.10000000
0.000197249376
Long
DBT
CORP
LU
N
2
2041-03-01
Variable
0.07000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
PRUDENTIAL ICE CDS SWAP 06/20/2025
N/A
45000000.00000000
NC
USD
186515.00000000
0.002599611890
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
CDX NA HY SERIES 35 5YR
CXPHY535
Y
2025-12-20
0.00000000
USD
0.00000000
USD
48937615.00000000
USD
186515.00000000
N
N
N
HUB INTERNATIONAL LTD
549300JQT6ATTUNS5E06
HUB INTERNATIONAL LTD 7% 05/01/2026 144A
44332PAD3
5815000.00000000
PA
USD
6059462.60000000
0.084455679314
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.07000000
N
N
N
N
N
N
SABLE INTL FINANCE LTD
2138009IE9A35LO5JS73
SABLE INTL FIN LTD 5.75% 09/07/2027 144A
785712AG5
3255000.00000000
PA
USD
3442162.50000000
0.047976230144
Long
DBT
CORP
KY
N
2
2027-09-07
Fixed
0.05750000
N
N
N
N
N
N
SERVICE PPTYS TR
529900IS770AG1K9QG27
SERVICE PPTYS TR 5.5% 12/15/2027
81761LAB8
945000.00000000
PA
USD
1018265.18000000
0.014192393480
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.05500000
N
N
N
N
N
N
REGIONALCARE HOSPITAL PARTNERS HOLDINGS INC / LIFEPOINT HEALTH INC
N/A
REGIONALCARE HOSP PARTNERS HLDGS INC 9.75% 12/01/2026 144A
53219LAR0
7813000.00000000
PA
USD
8420226.36000000
0.117359571988
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
0.09750000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6.5% 07/01/2027 144A
26885BAH3
3312000.00000000
PA
USD
3552815.52000000
0.049518491659
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.06500000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP 5.5% 08/15/2048
958254AL8
1025000.00000000
PA
USD
1055750.00000000
0.014714850032
Long
DBT
CORP
US
N
2
2048-08-15
Fixed
0.05500000
N
N
N
N
N
N
SIGMA HOLDCO BV
254900RAPCKVT00GAO59
SIGMA HOLDCO BV 7.875% 05/15/2026 144A
82660CAA0
905000.00000000
PA
USD
925815.00000000
0.012903839813
Long
DBT
CORP
NL
N
2
2026-05-15
Fixed
0.07875000
N
N
N
N
N
N
ZIGGO BV
213800TQASLF9JXH5J59
ZIGGO BV 5.5% 01/15/2027 144A
98954NAA7
3352000.00000000
PA
USD
3482761.52000000
0.048542091845
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.05500000
N
N
N
N
N
N
CARNIVAL CORPORATION
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION 7.625% 03/01/2026 144A
143658BL5
5375000.00000000
PA
USD
5650468.75000000
0.078755197981
Long
DBT
CORP
PA
N
2
2026-03-01
Fixed
0.07625000
N
N
N
N
N
N
RACKSPACE HOSTING INC
549300QTYCKLMFSE8I97
RACKSPACE TECHNOLOGY GLOBAL TERM B 1LN 02/02/2028
N/A
1550000.00000000
PA
USD
1548806.50000000
0.021586981176
Long
LON
CORP
US
N
2
2028-02-02
Variable
0.03500000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 3.875% 11/15/2029 144A
N/A
725000.00000000
PA
1041475.86000000
0.014515899684
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.03875000
N
N
N
N
N
N
TERRAFORM POWER OPERATING LLC
5493000S2OLR3UT5BE13
TERRAFORM POWER OPERATING LLC 5% 01/31/2028 144A
88104LAE3
1670000.00000000
PA
USD
1845350.00000000
0.025720150137
Long
DBT
CORP
US
N
2
2028-01-31
Fixed
0.05000000
N
N
N
N
N
N
SERVICE PPTYS TR
529900IS770AG1K9QG27
HOSPITALITY PROP TRUST 4.95% 10/01/2029
44106MBB7
1015000.00000000
PA
USD
979475.00000000
0.013651743059
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.04950000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
BAUSCH HEALTH COS INC 6.25% 02/15/2029 144A
071734AK3
8218000.00000000
PA
USD
8757922.60000000
0.122066320298
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
0.06250000
N
N
N
N
N
N
MURPHY OIL USA INC
N32S6DTR2ZZ5222WHV58
MURPHY OIL USA INC 3.75% 02/15/2031 144A
626738AF5
1100000.00000000
PA
USD
1098625.00000000
0.015312433925
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
CF INDS INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 4.95% 6/1/43
12527GAD5
1697000.00000000
PA
USD
1998450.84000000
0.027854041589
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
0.04950000
N
N
N
N
N
N
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP
N/A
ALLIED UNVL HOLDCO LLC / ALLIED UNVL FIN CORP 9.75% 07/15/2027 144A
019576AB3
3125000.00000000
PA
USD
3448562.50000000
0.048065432171
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.09750000
N
N
N
N
N
N
DUN and BRADSTREET CORP DEL NEW
RI37BMPWE56BCJ747E14
STAR MERGER SUB INC 6.875% 08/15/2026 144A
26483EAJ9
4339000.00000000
PA
USD
4642730.00000000
0.064709519953
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06875000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HLDGS LLC 5.25% 06/01/2024
126307AH0
976000.00000000
PA
USD
1050420.00000000
0.014640561469
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
0.05250000
N
N
N
N
N
N
RADIATE HOLDCO LLC
5493000GQJ5RDX9DNJ71
RCN GRANDE WAVE TERM B 1LN 09/10/2026
75025KAF5
1000000.00000000
PA
USD
1002950.00000000
0.013978933308
Long
LON
CORP
US
N
2
2026-09-10
Variable
0.04250000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.375% 09/01/2028
674599EC5
680000.00000000
PA
USD
754800.00000000
0.010520264081
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.06375000
N
N
N
N
N
N
TITAN INTL INC
54930043H7SFLNS88586
TITAN INTERNATIONAL INC IL 6.5% 11/30/2023
88830MAK8
675000.00000000
PA
USD
659954.25000000
0.009198321399
Long
DBT
CORP
US
N
2
2023-11-30
Fixed
0.06500000
N
N
N
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC 5.375% 01/15/2031 144A
81105DAB1
1235000.00000000
PA
USD
1251981.25000000
0.017449885235
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05375000
N
N
N
N
N
N
QWEST CORPORATION
549300R2L4N683OO1509
QWEST CORP 6.75% 12/01/21
74913GAX3
525000.00000000
PA
USD
545343.75000000
0.007600901252
Long
DBT
CORP
US
N
2
2021-12-01
Fixed
0.06750000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC
N/A
AMERICAN ELECTRIC POWER INC PC 6.125% 08/15/2025
02557T307
15000.00000000
NS
USD
693750.00000000
0.009669360369
Long
EP
CORP
US
N
2
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 7.25% 09/25/2023
63938CAE8
1215000.00000000
PA
USD
1318275.00000000
0.018373875374
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
0.07250000
N
N
N
N
N
N
ELEMENT SOLUTIONS INC
549300FLGN6P5CU20J91
ELEMENT SOLUTIONS INC 3.875% 09/01/2028 144A
28618MAA4
47000.00000000
PA
USD
46945.95000000
0.000654324048
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.03875000
N
N
N
N
N
N
DOUBLE EAGLE III MIDCO
N/A
DOUBLE EAGLE III MIDCO 7.75% 12/15/2025 144A
25858GAA2
6450000.00000000
PA
USD
6869250.00000000
0.095742347701
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.07750000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.75% 02/15/2026 144A
1248EPBM4
3005000.00000000
PA
USD
3105817.75000000
0.043288318654
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.05750000
N
N
N
N
N
N
SCRIPPS ESCROW INC
N/A
SCRIPPS ESCROW INC 5.875% 07/15/2027 144A
81104PAA7
200000.00000000
PA
USD
208400.00000000
0.002904641010
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05875000
N
N
N
N
N
N
Fidelity Revere Street Trust
549300BDV45LJNXBZC55
Fidelity Cash Central Fund
31635A105
17435224.46100000
NS
USD
17438711.51000000
0.243057565360
Long
STIV
RF
US
N
1
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.625% 09/01/2028
404121AJ4
275000.00000000
PA
USD
320039.50000000
0.004460651903
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.05625000
N
N
N
N
N
N
WEST CORP
5493005Z5DB0O5S30R71
OLYMPUS MERGER SUB INC 8.5% 10/15/2025 144A
68163PAA2
6135000.00000000
PA
USD
6088987.50000000
0.084867191960
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.08500000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
FX Forward: USD/EUR settle 2021-05-21
N/A
1.00000000
NC
N/A
2993.32000000
0.000041720345
N/A
DFE
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
900102.38000000
EUR
1091007.07000000
USD
2021-05-21
2993.32000000
N
N
N
ICAHN ENTERPRISES LP / ICAHN ENTERPRISES FIN CORP
N/A
ICAHN ENTERPRISES LP/FIN CORP 5.25% 05/15/2027
451102BZ9
11706000.00000000
PA
USD
12291300.00000000
0.171313887003
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
0.05250000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 7.25% 06/15/2028 144A
95081QAP9
1015000.00000000
PA
USD
1127918.75000000
0.015720724844
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.07250000
N
N
N
N
N
N
EXPEDIA INC DEL
CI7MUJI4USF3V0NJ1H64
EXPEDIA INC DEL 7% 05/01/2025 144A
30212PAU9
780000.00000000
PA
USD
862332.73000000
0.012019035567
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
549300HHED2KGPBEDW39
FLEX ACQUISITION COMPANY INC 6.875% 01/15/2025 144A
33936YAA3
3884000.00000000
PA
USD
3934530.84000000
0.054838769840
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.06875000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DAVITA INC 3.75% 02/15/2031 144A
23918KAT5
3250000.00000000
PA
USD
3097071.25000000
0.043166411540
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID INC STEP 04/01/36
651229AX4
270000.00000000
PA
USD
336150.00000000
0.004685197100
Long
DBT
CORP
US
N
2
2036-04-01
Variable
0.05875000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.5% 04/01/2025 144A
335934AL9
1081000.00000000
PA
USD
1118835.00000000
0.015594117202
Long
DBT
CORP
CA
N
2
2025-04-01
Fixed
0.07500000
N
N
N
N
N
N
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP
549300SUVC37AAD0DT62
EXTERRAN ENERGY SOLUTIONS LP / EES FIN CORP 8.125% 05/01/2025
30227KAE9
1660000.00000000
PA
USD
1510600.00000000
0.021054465980
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.08125000
N
N
N
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A
03969AAP5
2300000.00000000
PA
USD
2381926.00000000
0.033198848097
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
BROOKFIELD WEC HOLDINGS INC
5493002M6GRSU1IWMG57
WESTINGHOUSE TERM B 1LN 08/01/2025
11284EAM5
792977.10000000
PA
USD
790867.78000000
0.011022970190
Long
LON
CORP
US
N
2
2025-08-01
Variable
0.03250000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 6% 04/15/2027
86765LAQ0
2535000.00000000
PA
USD
2638808.25000000
0.036779225823
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.06000000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 3.875% 11/15/2030 144A
60855RAK6
955000.00000000
PA
USD
1000362.50000000
0.013942869207
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
0.03875000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE TERM 2LN 02/14/2028
88632NAN0
2000000.00000000
PA
USD
2018760.00000000
0.028137106939
Long
LON
CORP
US
N
2
2028-02-14
Variable
0.00000000
N
N
N
N
N
N
BRAND INDUSTRIAL SERVICES INC
549300B658W2BPDQMW42
BRAND ENERGY and INFRS SVCS INC 8.5% 07/15/2025 144A
10524PAB6
5369000.00000000
PA
USD
5369000.00000000
0.074832138123
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.08500000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 6.375% 05/01/2025 144A
038522AR9
6985000.00000000
PA
USD
7377906.25000000
0.102831905301
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06375000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8% 03/15/2026 144A
12543DBC3
3080000.00000000
PA
USD
3288516.00000000
0.045834733383
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.08000000
N
N
N
N
N
N
EQM MIDSTREAM PARTNERS LP
549300NELT611CL6XM83
EQM MIDSTREAM PARTNERS LP 6% 07/01/2025 144A
26885BAF7
1590000.00000000
PA
USD
1679771.40000000
0.023412345952
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS CORP
549300ZCZ76HYCS0H445
FRONTIER COMMUNICATIONS CORP 6.75% 05/01/2029 144A
35906ABG2
2590000.00000000
PA
USD
2712248.00000000
0.037802815601
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
0.06750000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 5.875% 09/01/2025
674599EB7
960000.00000000
PA
USD
1041600.00000000
0.014517629925
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.05875000
N
N
N
N
N
N
CITGO PETROLEUM CORP
YX52P86PXMLYDOTUQ225
CITGO PETROLEUM CORP 6.375% 06/15/2026 144A
17302XAM8
4690000.00000000
PA
USD
4760350.00000000
0.066348885959
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06375000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP 4.875% 09/01/2024
78388JAV8
1700000.00000000
PA
USD
1743690.00000000
0.024303231686
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.04875000
N
N
N
N
N
N
WESCO DISTRIBUTION INC
549300I2CEZJG9N4AH67
WESCO DISTRIBUTION INC 7.125% 06/15/2025 144A
95081QAN4
2575000.00000000
PA
USD
2786471.88000000
0.038837334438
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.07125000
N
N
N
N
N
N
SCIENCE APPLICATIONS INTL CORP NEW
549300LZPNZIXQGZPZ48
SCIENCE APPLICATIONS INTL CORP NEW 4.875% 04/01/2028 144A
808625AA5
2320000.00000000
PA
USD
2418600.00000000
0.033710003588
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.04875000
N
N
N
N
N
N
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC
N/A
INTELLIGENT PACKAGING LTD FINCO INC / INTELLIGENT PACKAGING LTD CO-ISSUER LLC 6% 09/15/2028 144A
45827MAA5
375000.00000000
PA
USD
390937.50000000
0.005448815235
Long
DBT
CORP
CA
N
2
2028-09-15
Fixed
0.06000000
N
N
N
N
N
N
CABLEVISION LIGHTPATH LLC
N/A
CABLEVISION LIGHTPATH LLC 5.625% 09/15/2028 144A
12687GAB5
1960000.00000000
PA
USD
1991850.00000000
0.027762040290
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
0.05625000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECHNOLOGIES BV 4.375% 02/15/2030 144A
81728UAA2
47000.00000000
PA
USD
50113.75000000
0.000698476264
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
0.04375000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5.375% 07/15/2026 144A
82967NAW8
2125000.00000000
PA
USD
2194700.00000000
0.030589326418
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05375000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 9.625% 04/22/2030
345370CX6
3005000.00000000
PA
USD
4251173.50000000
0.059252077210
Long
DBT
CORP
US
N
2
2030-04-22
Fixed
0.09625000
N
N
N
N
N
N
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CDS SWAP 5% 12/20/2023
N/A
860000.00000000
NC
USD
40423.53000000
0.000563415753
N/A
DCR
CORP
US
N
2
CITIBANK, N.A.
E57ODZWZ7FF32TWEFA76
ROYAL CARIBBEAN CRUISES LTD
ROYAL CARIBBEAN 5.25% 11/15/22
Y
2023-12-20
0.00000000
USD
22600.61000000
USD
860000.00000000
USD
63024.14000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE FIN LLC 6% 03/01/2026 144A
20338QAD5
2823000.00000000
PA
USD
2967678.75000000
0.041362962586
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.06000000
N
N
N
N
N
N
DIGICEL GROUP 0.5 LTD
N/A
DIGICEL GROUP 0.5 LTD PIK VAR 04/01/2024
25381YAD3
2053293.00000000
PA
USD
2022493.61000000
0.028189145311
Long
DBT
CORP
BM
N
2
2024-04-01
Variable
0.10000000
N
N
Y
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 9.375% 07/01/2025 144A
501797AU8
960000.00000000
PA
USD
1188000.00000000
0.016558126297
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.09375000
N
N
N
N
N
N
NEON HOLDINGS INC
N/A
NEON HOLDINGS INC 10.125% 04/01/2026 144A
64051NAA1
835000.00000000
PA
USD
921631.25000000
0.012845527472
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.10125000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FINANCE PLC 5% 07/15/2030 144A
92769VAJ8
3445000.00000000
PA
USD
3505287.50000000
0.048856054826
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
0.05000000
N
N
N
N
N
N
CHEMOURS CO
549300M1BOLNXL8DOV14
CHEMOURS CO 7% 05/15/2025
163851AD0
2744000.00000000
PA
USD
2828734.72000000
0.039426386158
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.07000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC 5.75% 07/15/25
84762LAU9
500000.00000000
PA
USD
515000.00000000
0.007177975625
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05750000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.25% 02/15/2025 144A
12662PAB4
2179000.00000000
PA
USD
2150673.00000000
0.029975686160
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
0.05250000
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FIN CORP
N/A
GLOBAL PARTNERS LP / GLP FIN CORP 7% 08/01/2027
37954FAG9
5812000.00000000
PA
USD
6160720.00000000
0.085866986400
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.07000000
N
N
N
N
N
N
ELDORADO GOLD CORP NEW
5493004PWQ01YDD1IH62
ELDORADO GOLD CORP NEW 9.5% 06/01/2024 144A
284902AE3
2214000.00000000
PA
USD
2457540.00000000
0.034252742172
Long
DBT
CORP
CA
N
2
2024-06-01
Fixed
0.09500000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.5% 03/01/2024 144A
335934AP0
3185000.00000000
PA
USD
3267610.94000000
0.045543362487
Long
DBT
CORP
CA
N
2
2024-03-01
Fixed
0.06500000
N
N
N
N
N
N
NEXTERA ENERGY INC
N/A
NEXTERA ENERGY INC 5.279% PC 03/01/23
65339F770
58200.00000000
NS
USD
2843652.00000000
0.039634300473
Long
EP
CORP
US
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HLDGS LLC 6.75% 11/15/2021
126307AF4
2000000.00000000
PA
USD
2065000.00000000
0.028781591586
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.06750000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.694% 01/15/2027
501797AQ7
1030000.00000000
PA
USD
1160063.25000000
0.016168748995
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
0.06694000
N
N
N
N
N
N
ACURIS FINANCE US INC
N/A
ION ANALYTICS TERM 1 LN 02/04/2028
00510DAB0
490000.00000000
PA
USD
492450.00000000
0.006863677857
Long
LON
CORP
US
N
2
2028-02-04
Variable
0.00000000
N
N
N
N
N
N
TEGNA INC
549300YC5EDBGX85AO10
TEGNA INC 5% 09/15/2029
87901JAH8
480000.00000000
PA
USD
500188.80000000
0.006971539834
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
0.05000000
N
N
N
N
N
N
WESTERN GAS PARTNERS LP
L6D8A6MLSY454J2JXJ60
WESTERN GAS PARTNERS LP STEP 02/01/2025
958667AB3
2535000.00000000
PA
USD
2594876.70000000
0.036166915930
Long
DBT
CORP
US
N
2
2025-02-01
Variable
0.04350000
N
N
N
N
N
N
DIGICEL LTD
N/A
DIGICEL LTD 6.75% 03/01/2023 144A
25380QAH2
6725000.00000000
PA
USD
6119750.00000000
0.085295954048
Long
DBT
CORP
BM
N
2
2023-03-01
Fixed
0.06750000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
DANAHER CORP SER B 5% PC 04/15/2023
235851409
1525.00000000
NS
USD
1956224.25000000
0.027265495115
Long
EP
CORP
US
N
2
N
N
N
AMERICAN WOODMARK CORP
5299007PFSDWMA74RB56
AMERICAN WOODMARK CORP 4.875% 03/15/2026 144A
030506AA7
1390000.00000000
PA
USD
1415715.00000000
0.019731976238
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.04875000
N
N
N
N
N
N
JELD-WEN INC
549300XWE6NM0N1HFW16
JELD-WEN INC 4.625% 12/15/2025 144A
475795AC4
450000.00000000
PA
USD
454500.00000000
0.006334737712
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.04625000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT TERM DIP DD 1LN 07/13/2022
N/A
1145081.90000000
PA
USD
1161903.15000000
0.016194393184
Long
LON
CORP
LU
N
2
2022-07-13
Variable
0.06500000
N
N
N
N
N
N
DYNASTY ACQUISITION CO INC
549300L1RCRPOAUCB870
STANDARDAERO TERM B-1 04/08/2026
26812CAE6
1491224.75000000
PA
USD
1439702.93000000
0.020066315610
Long
LON
CORP
US
N
2
2026-04-08
Variable
0.03753880
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 9.25% 02/01/2026
75281ABG3
2975000.00000000
PA
USD
3237424.75000000
0.045122632903
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.09250000
N
N
N
N
N
N
ALTICE FRANCE HOLDING SA
5299000JVHXKJPOE6H40
ALTICE FRANCE HOLDING SA 10.5% 05/15/2027 144A
02156TAB0
3065000.00000000
PA
USD
3445979.50000000
0.048029430790
Long
DBT
CORP
LU
N
2
2027-05-15
Fixed
0.10500000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEARTCOMMUNICATIONS INC 6.375% 05/01/2026
45174HBC0
335000.00000000
PA
USD
354463.50000000
0.004940447307
Long
DBT
CORP
US
N
2
2026-05-01
Fixed
0.06375000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.6% 04/01/2044
23311VAF4
195000.00000000
PA
USD
202312.50000000
0.002819794550
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC 9.25% 04/15/2025 144A
78573NAC6
370000.00000000
PA
USD
438912.50000000
0.006117481993
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.09250000
N
N
N
N
N
N
TRUCK HERO INC
54930007KT5CX7XNSD31
TRUCK HERO TERM B 1LN 01/29/2028
89778PAG2
875000.00000000
PA
USD
875621.25000000
0.012204248523
Long
LON
CORP
US
N
2
2028-01-29
Variable
0.04500000
N
N
N
N
N
N
US RADIOLOGY SPECIALISTS INC
N/A
US RADIOLOGY SPECIALISTS TERM B 1LN 12/15/2027
90372AAJ7
1050000.00000000
PA
USD
1057003.50000000
0.014732321085
Long
LON
CORP
US
N
2
2027-12-15
Variable
0.06250000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.375% 06/01/2046
50077LAB2
2875000.00000000
PA
USD
3132233.44000000
0.043656495700
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
0.04375000
N
N
N
N
N
N
ENLINK MIDSTRM PRTNRS LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTRM PRTNRS LP 5.6% 04/01/2044
29336UAC1
205000.00000000
PA
USD
173737.50000000
0.002421521437
Long
DBT
CORP
US
N
2
2044-04-01
Fixed
0.05600000
N
N
N
N
N
N
APEX TOOL GROUP LLC
549300LWC59TPOM4ZR02
APEX TOOL GROUP TERM B 1LN 08/21/2024
03759DAF5
1698967.74000000
PA
USD
1696368.32000000
0.023643670782
Long
LON
CORP
US
N
2
2024-08-21
Variable
0.00000000
N
N
N
N
N
N
MGIC INVESTMENT CORP WIS
254900S8483WM4M98R28
MGIC INVESTMENT CORP WIS 5.25% 08/15/2028
552848AG8
355000.00000000
PA
USD
373158.25000000
0.005201011306
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.05250000
N
N
N
N
N
N
TESLA INC
54930043XZGB27CTOV49
TESLA INC 5.3% 08/15/2025 144A
88160RAE1
3250000.00000000
PA
USD
3382275.00000000
0.047141529143
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.05300000
N
N
N
N
N
N
BANCO DO BRASIL SA CAYMAN ISLANDS BRANCH
QE0Q0253K88YAGNPE356
BANCO DO BRASIL GR CAYMAN BRH 9.0% PERP REGS
N/A
1600000.00000000
PA
USD
1739344.00000000
0.024242657935
Long
EP
CORP
KY
N
2
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)JUN21 TYM1
N/A
-48.00000000
NC
USD
70436.16000000
0.000981726290
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Short
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-21
-6440936.16000000
USD
70436.16000000
N
N
N
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP
N/A
TALLGRASS ENERGY PARTNERS LP / TALLGRASS ENERGY FINANCE CORP 5.5% 09/15/2024 144A
87470LAA9
2733000.00000000
PA
USD
2746665.00000000
0.038282513440
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.05500000
N
N
N
N
N
N
JAGUAR LD ROVER AUTOMOTIVE PLC
529900L73GEWN1O5NH84
JAGUAR LD ROVER AUTOMOTIVE PLC 7.75% 10/15/2025 144A
47010BAJ3
2485000.00000000
PA
USD
2683800.00000000
0.037406312590
Long
DBT
CORP
GB
N
2
2025-10-15
Fixed
0.07750000
N
N
N
N
N
N
SHEA HOMES LTD PARTNERSHIP / SHEA HOMES FDG CORP
N/A
SHEA HOMES LTD PARTNERSHP/CORP 4.75% 04/01/2029 144A
82088KAG3
220000.00000000
PA
USD
226050.00000000
0.003150643476
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
0.04750000
N
N
N
N
N
N
TRANSOCEAN GUARDIAN LTD
N/A
TRANSOCEAN GUARDIAN LTD 5.875% 01/15/2024 144A
893800AA0
967875.40000000
PA
USD
875927.24000000
0.012208513356
Long
DBT
CORP
KY
N
2
2024-01-15
Fixed
0.05875000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 7.25% 04/01/2023 144A
335934AK1
8485000.00000000
PA
USD
8654700.00000000
0.120627622615
Long
DBT
CORP
CA
N
2
2023-04-01
Fixed
0.07250000
N
N
N
N
N
N
DCP MIDSTREAM LP
52990024YYS3MLGW0E91
DCP MIDSTREAM LP 7.375%/VAR PERP
23311PAA8
700000.00000000
PA
USD
609000.00000000
0.008488130399
Long
EP
CORP
US
N
2
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MC 5.45% 3/43
35671DBC8
2840000.00000000
PA
USD
3528700.00000000
0.049182373961
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
0.05450000
N
N
N
N
N
N
B and G FOODS INC
549300TRW1LZMDJZAQ78
B and G FOODS INC 5.25% 09/15/2027
05508WAB1
2045000.00000000
PA
USD
2145757.15000000
0.029907169943
Long
DBT
CORP
US
N
2
2027-09-15
Fixed
0.05250000
N
N
N
N
N
N
FORTERRA FIN LLC/FRTA FIN CORP
N/A
FORTERRA FIN LLC/FRTA FIN CORP 6.5% 07/15/2025 144A
34962WAA2
1255000.00000000
PA
USD
1349125.00000000
0.018803857021
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.06500000
N
N
N
N
N
N
STATE STR INVT TR
549300CCOK7OZZUAS108
State Street Instl US Govt MMkt Premier
857492706
80485430.54000000
NS
USD
80485430.54000000
1.121791181809
Long
EC
RF
US
N
1
N
N
N
SCRIPPS ESCROW II INC
N/A
SCRIPPS ESCROW II INC 3.875% 01/15/2029 144A
81105DAA3
600000.00000000
PA
USD
589275.00000000
0.008213206964
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.03875000
N
N
N
N
N
N
MOTION BONDCO DAC
635400KFD3IETNQLA755
MOTION BONDCO DAC 6.625% 11/15/2027 144A
61978XAA5
3400000.00000000
PA
USD
3502000.00000000
0.048810234254
Long
DBT
CORP
IE
N
2
2027-11-15
Fixed
0.06625000
N
N
N
N
N
N
CAESARS ENTERTAINMENT INC
5299000BKFWWVND5L441
CAESARS ENTERTAINMENT INC 6.25% 07/01/2025 144A
28470RAH5
5364000.00000000
PA
USD
5679108.18000000
0.079154369109
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
0.06250000
N
N
N
N
N
N
PM GENERAL PURCHASER LLC
N/A
PM GENERAL PURCHASER LLC 9.5% 10/01/2028 144A
69356MAA4
1725000.00000000
PA
USD
1899138.75000000
0.026469847877
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
0.09500000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 3.75% 04/01/2031 144A
74112BAM7
2325000.00000000
PA
USD
2267340.00000000
0.031601769427
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.03750000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON TERM B-DD 1LN 02/22/2028
N/A
1585000.00000000
PA
USD
1590943.75000000
0.022174282445
Long
LON
CORP
US
N
2
2028-02-22
Variable
0.00000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 4.4% 08/15/2049
674599CY9
1170000.00000000
PA
USD
1030331.25000000
0.014360568152
Long
DBT
CORP
US
N
2
2049-08-15
Fixed
0.04400000
N
N
N
N
N
N
TRANSDIGM INC
88Q84GB3X55CF5OC7582
TRANSDIGM INC 4.625% 01/15/2029 144A
893647BM8
3280000.00000000
PA
USD
3226700.00000000
0.044973153303
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04625000
N
N
N
N
N
N
NGPL PIPECO LLC
549300K3NT1HSQFEM073
NGPL PIPECO LLC 7.768% 12/15/2037 144A
62912XAC8
310000.00000000
PA
USD
416288.17000000
0.005802148228
Long
DBT
CORP
US
N
2
2037-12-15
Fixed
0.07768000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 3.5% 09/01/2030
404119CA5
3075000.00000000
PA
USD
3199453.89000000
0.044593402014
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.03500000
N
N
N
N
N
N
EMBARQ CORP
N/A
EMBARQ CORP 7.995% 6/01/36
29078EAA3
3097000.00000000
PA
USD
3681558.75000000
0.051312891207
Long
DBT
CORP
US
N
2
2036-06-01
Fixed
0.07995000
N
N
N
N
N
N
TRINET GROUP INC
5299003FJVBETSFKE990
TRINET GROUP INC 3.5% 03/01/2029 144A
896288AA5
1780000.00000000
PA
USD
1764425.00000000
0.024592232316
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.03500000
N
N
N
N
N
N
DIVERSIFIED HEALTHCARE TR
N/A
SENIOR HOUSING 6.75% 12/15/21
81721MAG4
2050000.00000000
PA
USD
2075625.00000000
0.028929680889
Long
DBT
CORP
US
N
2
2021-12-15
Fixed
0.06750000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FINANCE CORP 5.375% 11/15/2029
85172FAR0
2865000.00000000
PA
USD
3022575.00000000
0.042128096459
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC 9.875% 10/17/2025 144A
185899AJ0
685000.00000000
PA
USD
800593.75000000
0.011158528977
Long
DBT
CORP
US
N
2
2025-10-17
Fixed
0.09875000
N
N
N
N
N
N
ENDEAVOR ENERGY RES L P / EER FIN INC
N/A
ENDEAVOR ENERGY RES L P / EER FIN INC 5.75% 01/30/2028 144A
29260FAE0
4805000.00000000
PA
USD
5078885.00000000
0.070788568417
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
0.05750000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE GLBL INC 7.375% 09/01/2025 144A
78573NAF9
660000.00000000
PA
USD
714588.60000000
0.009959804957
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.07375000
N
N
N
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP 4.875% 11/15/2027
037411BJ3
885000.00000000
PA
USD
927648.15000000
0.012929389922
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.04875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 5.5% 06/01/2050
50077LBJ4
1975000.00000000
PA
USD
2539445.76000000
0.035394329646
Long
DBT
CORP
US
N
2
2050-06-01
Fixed
0.05500000
N
N
N
N
N
N
OVINTIV INC
N/A
ENCANA CORP 6.5% 8/15/34
292505AD6
1160000.00000000
PA
USD
1447085.87000000
0.020169217675
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
0.06500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG ENERGY INC 3.375% 02/15/2029 144A
629377CQ3
3650000.00000000
PA
USD
3613098.50000000
0.050358704788
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV 5.5% 08/15/2026 144A
89686QAA4
6664000.00000000
PA
USD
6971876.80000000
0.097172741233
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
0.05500000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 5.75% 05/01/2028 144A
432833AH4
1520000.00000000
PA
USD
1646357.60000000
0.022946630531
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.05750000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 10.25% 02/01/2026 144A
62886HAY7
970000.00000000
PA
USD
1127625.00000000
0.015716630611
Long
DBT
CORP
BM
N
2
2026-02-01
Fixed
0.10250000
N
N
N
N
N
N
FINASTRA USA INC
549300ZB2RO6QC7YTK71
MISYS LIMITED TERM 2LN 06/13/2025
02034DAF4
2450000.00000000
PA
USD
2463401.50000000
0.034334438685
Long
LON
CORP
US
N
2
2025-06-13
Variable
0.08250000
N
N
N
N
N
N
KB HOME
549300LGUCWQURMWLG09
KB HOME 4.8% 11/15/2029
48666KAY5
1575000.00000000
PA
USD
1693125.00000000
0.023598465982
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.04800000
N
N
N
N
N
N
UNIVAR SOLUTIONS USA INC
5493008FTB9VZW6CVA82
UNIVAR SOLUTIONS USA INC 5.125% 12/01/2027 144A
91337CAA4
1885000.00000000
PA
USD
1969825.00000000
0.027455059877
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05125000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 8% 12/15/2027 144A
12543DBD1
2945000.00000000
PA
USD
3228456.25000000
0.044997631593
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08000000
N
N
N
N
N
N
PRESIDIO HOLDING INC
N/A
PRESIDIO HOLDING INC 8.25% 02/01/2028 144A
74101XAF7
865000.00000000
PA
USD
955288.70000000
0.013314638842
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.08250000
N
N
N
N
N
N
DUN and BRADSTREET CORP DEL NEW
RI37BMPWE56BCJ747E14
DUN and BRADSTREET TERM B 1LN 02/08/2026
N/A
2740590.48000000
PA
USD
2744016.22000000
0.038245595229
Long
LON
CORP
US
N
2
2026-02-08
Variable
0.00000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
STANDARD INDUSTRIES INC 5% 02/15/2027 144A
853496AC1
180000.00000000
PA
USD
185850.00000000
0.002590343242
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.05000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 4.75% 10/15/2028
552953CH2
3673000.00000000
PA
USD
3822876.77000000
0.053282555873
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04750000
N
N
N
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 6.5% 03/15/2027 144A
86614RAM9
2375000.00000000
PA
USD
2512190.69000000
0.035014453475
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.06500000
N
N
N
N
N
N
SERVICE PPTYS TR
529900IS770AG1K9QG27
HOSPITALITY PROP TRUST 3.95% 01/15/2028
44106MAX0
170000.00000000
PA
USD
157250.00000000
0.002191721683
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.03950000
N
N
N
N
N
N
SCIENTIFIC GAMES INTL INC
RLTHESQ0RNFQJWPBJN60
SCIENTIFIC GAMES INTL INC 7% 05/15/2028 144A
80874YBC3
2665000.00000000
PA
USD
2824100.50000000
0.039361795249
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.07000000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 4.625% 08/01/2030
35671DCH6
1195000.00000000
PA
USD
1320475.00000000
0.018404538571
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.04625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 4.875% 02/01/2031 144A
87612BBR2
8604000.00000000
PA
USD
8823402.00000000
0.122978960176
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04875000
N
N
N
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 4.75% 03/01/2030 144A
1248EPCD3
2831000.00000000
PA
USD
2954714.70000000
0.041182272033
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.04750000
N
N
N
N
N
N
FLEX ACQUISITION COMPANY INC
549300HHED2KGPBEDW39
FLEX ACQUISITION COMPANY INC 7.875% 07/15/2026 144A
33936YAC9
5174000.00000000
PA
USD
5368025.00000000
0.074818548752
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.07875000
N
N
N
N
N
N
WYNDHAM HOTELS and RESORTS INC
549300FE3MQ4RVXXC673
WYNDHAM HOTELS and RESORTS INC 4.375% 08/15/2028 144A
98311AAB1
1190000.00000000
PA
USD
1213800.00000000
0.016917721969
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.04375000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC 5.375% 11/15/2029 144A
64110LAU0
1360000.00000000
PA
USD
1606772.00000000
0.022394893692
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
0.05375000
N
N
N
N
N
N
ENLINK MIDSTREAM LLC
54930000GY1H533OBE23
ENLINK MIDSTREAM LLC 5.625% 01/15/2028 144A
29336TAC4
440000.00000000
PA
USD
443850.00000000
0.006186299963
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05625000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 09/01/2024 144A
88033GDC1
500000.00000000
PA
USD
512500.00000000
0.007143131083
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
0.04625000
N
N
N
N
N
N
CVR ENERGY INC
529900SOYZIXZBTXB558
CVR ENERGY INC 5.75% 02/15/2028 144A
12662PAD0
4972000.00000000
PA
USD
4926431.62000000
0.068663701144
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.05750000
N
N
N
N
N
N
PENNYMAC FINANCIAL SERVICES INC
549300W1D516HBDEU871
PENNYMAC FINANCIAL SERVICES INC 5.375% 10/15/2025 144A
70932MAA5
2210000.00000000
PA
USD
2309450.00000000
0.032188690890
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05375000
N
N
N
N
N
N
CHARLES RIVER LABS INTL INC
549300BSQ0R4UZ5KX287
CHARLES RIVER LABS INTL INC 4.25% 05/01/2028 144A
159864AE7
145000.00000000
PA
USD
151343.75000000
0.002109401453
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
0.04250000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 9.5% 09/30/2022 144A
45824TAS4
3605000.00000000
PA
USD
4246581.85000000
0.059188079633
Long
DBT
CORP
LU
N
2
2022-09-30
Variable
0.09500000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA INC 5.375% 09/01/2026
404121AH8
525000.00000000
PA
USD
599204.29000000
0.008351599589
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.05375000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS PIPELINE LLC 4.95% 07/15/2029 144A
77340RAR8
1195000.00000000
PA
USD
1277156.25000000
0.017800769772
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
0.04950000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.95% 07/01/2024
674599DB8
756000.00000000
PA
USD
833490.00000000
0.011617030881
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
0.06950000
N
N
N
N
N
N
SUNOCO LP / SUNOCO FIN CORP
N/A
SUNOCO LP / SUNOCO FIN CORP 5.875% 03/15/2028
86765LAN7
265000.00000000
PA
USD
280936.94000000
0.003915647587
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.05875000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM NV 5.875% 02/15/2026 144A
210383AG0
1500000.00000000
PA
USD
1542000.00000000
0.021492113426
Long
DBT
CORP
FR
N
2
2026-02-15
Fixed
0.05875000
N
N
N
N
N
N
PANTHER BF AGGREGATOR 2 LP / PANTHER FIN CO INC
N/A
PANTHER BF AGGREGATOR 2 LP 6.25% 05/15/2026 144A
69867DAA6
125000.00000000
PA
USD
133125.00000000
0.001855471854
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.06250000
N
N
N
N
N
N
WOLVERINE WORLD WIDE INC
549300OVC7PK14LQ8D87
WOLVERINE WORLD WIDE INC 6.375% 05/15/2025 144A
978097AF0
2305000.00000000
PA
USD
2463468.75000000
0.034335376003
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.06375000
N
N
N
N
N
N
ISHARES TRUST
549300G3FWQPUM47D181
ISHARES IBOXX HIGH YLD CORP ETF
464288513
37100.00000000
NS
USD
3206924.00000000
0.044697519039
Long
EC
RF
US
N
1
N
N
N
FIVE PT OPER CO LP / FIVE PT PT CAP CORP
N/A
FIVE PT OPER CO LP / FIVE PT PT CAP CORP 7.875% 11/15/2025 144A
33834YAA6
4269000.00000000
PA
USD
4504691.49000000
0.062785564497
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
0.07875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
HEINZ HJ FIN 7.125 8/1/39 144A
42307TAH1
525000.00000000
PA
USD
769910.27000000
0.010730868256
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
0.07125000
N
N
N
N
N
N
CF INDS INC
5FVKT86LAD2F40NPC183
CF INDUSTRIES INC 5.375% 03/15/2044
12527GAE3
1257000.00000000
PA
USD
1569678.75000000
0.021877894771
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
0.05375000
N
N
N
N
N
N
MATTEL INC
549300VELLG24KHTJ564
MATTEL INC 5.45% 11/01/41
577081AW2
744000.00000000
PA
USD
840720.00000000
0.011717801296
Long
DBT
CORP
US
N
2
2041-11-01
Fixed
0.05450000
N
N
N
N
N
N
AMN HEALTHCARE
549300H27NUKBFFQEE84
AMN HEALTHCARE 4% 04/15/2029 144A
00175PAC7
2522000.00000000
PA
USD
2565378.40000000
0.035755774030
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.04000000
N
N
N
N
N
N
CHENIERE ENERGY INC
MIHC87W9WTYSYZWV1J40
CHENIERE ENERGY INC 4.625% 10/15/2028 144A
16411RAJ8
8951000.00000000
PA
USD
9306354.70000000
0.129710266407
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.04625000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC 5.875% 06/01/2029 144A
019736AF4
2466000.00000000
PA
USD
2663280.00000000
0.037120308590
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05875000
N
N
N
N
N
N
VMED O2 UK FINANCING I
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I 4.25% 01/31/2031 144A
92858RAA8
4277000.00000000
PA
USD
4180767.50000000
0.058270771284
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
0.04250000
N
N
N
N
N
N
LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP
N/A
LSF9 ATLANTIS HOLDINGS LLC / VICTRA FINANCE CORP 7.75% 02/15/2026 144A
50220MAA8
680000.00000000
PA
USD
695211.60000000
0.009689731882
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.07750000
N
N
N
N
N
N
GOLDEN NUGGET INC NEW
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET INC NEW 6.75% 10/15/24 144A
38113YAE9
6675000.00000000
PA
USD
6787674.00000000
0.094605356362
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.06750000
N
N
N
N
N
N
BRIGHTSTAR ESCROW CORP
N/A
BRIGHTSTAR ESCROW CORP 9.75% 10/15/2025 144A
10947XAA0
1225000.00000000
PA
USD
1301562.50000000
0.018140939612
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.09750000
N
N
N
N
N
N
HESS CORP
UASVRYNXNK17ULIGK870
AMERADA HESS CORP 7.875% 10/01/2029
023551AF1
80000.00000000
PA
USD
106729.49000000
0.001487576073
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
0.07875000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 8.125% 04/15/2025 144A
62886EAX6
175000.00000000
PA
USD
190512.00000000
0.002655321344
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.08125000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC 5.625% 08/01/2025
55305BAQ4
680000.00000000
PA
USD
706350.00000000
0.009844976860
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.05625000
N
N
N
N
N
N
SIX FLAGS ENTERTAINMENT CORPORATION
549300JYTDUAA4JQ3717
SIX FLAGS ENTMT CORP NEW 4.875% 07/31/2024 144A
83001AAB8
980000.00000000
PA
USD
980803.60000000
0.013670260843
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
0.04875000
N
N
N
N
N
N
CALIFORNIA RESOURCES CORPORATION
5493003Q8F0T4F4YMR48
CALIFORNIA RES CORP 7.125% 02/01/2026 144A
13057QAH0
1755000.00000000
PA
USD
1756096.88000000
0.024476156506
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07125000
N
N
N
N
N
N
SERVICE CORP INTERNATIONAL INC
549300RKVM2ME20JHZ15
SERVICE CORP INTERNATIONAL INC 5.125% 06/01/2029
817565CE2
735000.00000000
PA
USD
794263.05000000
0.011070292841
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
0.05125000
N
N
N
N
N
N
MERCER INTERNATIONAL INC
549300Z5IAG39VRTY874
MERCER INTERNATIONAL INC 5.5% 01/15/2026
588056AW1
160000.00000000
PA
USD
163949.60000000
0.002285099480
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05500000
N
N
N
N
N
N
M/I HOMES INC
5299005M71FH9CCSFB69
M/I HOMES INC 4.95% 02/01/2028
55305BAS0
1910000.00000000
PA
USD
2003819.20000000
0.027928864807
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.04950000
N
N
N
N
N
N
PGT INNOVATIONS INC
549300LRW9WM59C1S579
PGT INNOVATIONS INC 6.75% 08/01/2026 144A
69344BAA3
920000.00000000
PA
USD
975200.00000000
0.013592158893
Long
DBT
CORP
US
N
2
2026-08-01
Fixed
0.06750000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP
549300ZWL4J1LYMOWK56
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 04/01/2026
91740PAC2
780000.00000000
PA
USD
805350.00000000
0.011224820718
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06875000
N
N
N
N
N
N
WYNN MACAU LIMITED
254900NMDQ8ENTHU1I31
WYNN MACAU LIMITED 5.5% 10/01/2027 144A
98313RAD8
2495000.00000000
PA
USD
2583884.38000000
0.036013706988
Long
DBT
CORP
KY
N
2
2027-10-01
Fixed
0.05500000
N
N
N
N
N
N
AXALTA COAT/DUTCH HLD BV
N/A
AXALTA COAT/DUTCH HLD BV 4.75% 06/15/2027 144A
05454NAA7
1175000.00000000
PA
USD
1227875.00000000
0.017113896740
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
0.04750000
N
N
N
N
N
N
CONSOLIDATED ENERGY FINANCE SA
549300PUNIS0USNSL750
CONSOLIDATED ENERGY FINANCE SA 6.5% 05/15/2026 144A
20914UAE6
3205000.00000000
PA
USD
3237050.00000000
0.045117409706
Long
DBT
CORP
LU
N
2
2026-05-15
Fixed
0.06500000
N
N
N
N
N
N
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC
N/A
SUPERIOR PLUS LP / SUPERIOR GEN PARTNER INC 7% 06/30/2026 144A
86828LAA0
2650000.00000000
PA
USD
2828027.00000000
0.039416522086
Long
DBT
CORP
CA
N
2
2026-07-15
Fixed
0.07000000
N
N
N
N
N
N
VIKING OCEAN CRUISES SHIP VII LTD
N/A
VIKING OCEAN CRUISES SHIP VII LTD 5.625% 02/15/2029 144A
92682RAA0
845000.00000000
PA
USD
850492.50000000
0.011854008611
Long
DBT
CORP
BM
N
2
2029-02-15
Fixed
0.05625000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES
N/A
PRIME HEALTHCARE SERVICES 7.25% 11/01/2025 144A
74165HAB4
1150000.00000000
PA
USD
1230500.00000000
0.017150483509
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.07250000
N
N
N
N
N
N
NEW ALBERTSONS INC
549300NTX8OHLI2I0Q54
NEW ALBERTSONS INC 8% 05/01/2031
013104AL8
415000.00000000
PA
USD
518750.00000000
0.007230242438
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
0.08000000
N
N
N
N
N
N
VIKING CRUISES LTD
549300IJP90T4MV2GL84
VIKING CRUISES LTD 13% 05/15/2025 144A
92676XAE7
1175000.00000000
PA
USD
1383280.50000000
0.019279910121
Long
DBT
CORP
BM
N
2
2025-05-15
Fixed
0.13000000
N
N
N
N
N
N
KRATON POLYMERS LLC / KRATON POLYMERS CAP CORP
N/A
KRATON POLYMERS LLC/CAP CORP 5.25% 05/15/2026 144A
N/A
360000.00000000
PA
446302.84000000
0.006220487198
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05250000
N
N
N
N
N
N
VIASAT INC
UFC8NYMNFSYIHNSM2I38
VIASAT INC 5.625% 04/15/2027 144A
92552VAL4
1155000.00000000
PA
USD
1209862.50000000
0.016862841816
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05625000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 4.875% 01/15/2028
911365BG8
2775000.00000000
PA
USD
2934562.50000000
0.040901394362
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.04875000
N
N
N
N
N
N
PRESTIGE BRANDS INC
549300JBVP4J6D42I235
PRESTIGE BRANDS INC 6.375% 03/01/2024 144A
74112BAK1
1965000.00000000
PA
USD
1996322.10000000
0.027824371601
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.06375000
N
N
N
N
N
N
ANGI HOMESERVICES INC
5493003ENY577E6SZL06
ANGI HOMESERVICES INC 3.875% 08/15/2028 144A
001846AA2
305000.00000000
PA
USD
311862.50000000
0.004346682375
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.03875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT FOODS GROUP INC 5% 06/04/2042
50076QAE6
825000.00000000
PA
USD
970400.15000000
0.013525259463
Long
DBT
CORP
US
N
2
2042-06-04
Fixed
0.05000000
N
N
N
N
N
N
NATIONAL CINEMEDIA LLC
7LJEQIVQVLNGS4X6T547
NATIONAL CINEMEDIA LLC 5.875% 04/15/2028 144A
63530QAJ8
475000.00000000
PA
USD
437000.00000000
0.006090825919
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.05875000
N
N
N
N
N
N
CALPINE CORPORATION
43R4VPJBXTU2O15HEF41
CALPINE CORPORATION 4.625% 02/01/2029 144A
131347CP9
425000.00000000
PA
USD
419687.50000000
0.005849527466
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.04625000
N
N
N
N
N
N
DAE FDG LLC
635400SZTPQL3Y1P2C76
DAE FDG LLC 4.5% 08/01/2022 144A
23371DAA2
655000.00000000
PA
USD
658889.06000000
0.009183474976
Long
DBT
CORP
US
N
2
2022-08-01
Fixed
0.04500000
N
N
N
N
N
N
MICROCHIP TECHNOLOGY INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INC 4.25% 09/01/2025 144A
595017AS3
4873000.00000000
PA
USD
5113172.72000000
0.071266464375
Long
DBT
CORP
US
N
2
2025-09-01
Fixed
0.04250000
N
N
N
N
N
N
HILLENBRAND INC
U246OE781574J2BUD366
HILLENBRAND INC 5.75% 06/15/2025
431571AD0
155000.00000000
PA
USD
165850.00000000
0.002311586907
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.05750000
N
N
N
N
N
N
ADT CORP
5493009JEEDYLVRA0J13
ADT CORP 4.875% 07/15/2032 144A
74166NAA2
47000.00000000
PA
USD
49761.25000000
0.000693563183
Long
DBT
CORP
US
N
2
2032-07-15
Fixed
0.04875000
N
N
N
N
N
N
CLARIOS GLOBAL LP
549300474L1ZLXZY2P98
POWER SOLUTIONS TERM B 1LN 04/30/2026
N/A
416260.82000000
PA
USD
416523.06000000
0.005805422081
Long
LON
CORP
US
N
2
2026-04-30
Variable
0.03614500
N
N
N
N
N
N
INEOS QUATTRO FINANCE 2
213800V48W4Y5MT5Q131
INEOS QUATTRO FINANCE 2 3.375% 01/15/2026 144A
45674GAA2
350000.00000000
PA
USD
349125.00000000
0.004866040272
Long
DBT
CORP
GB
N
2
2026-01-15
Fixed
0.03375000
N
N
N
N
N
N
NEW FORTRESS ENERGY INC
N/A
NEW FORTRESS ENERGY INC 6.75% 09/15/2025 144A
644393AA8
6634000.00000000
PA
USD
6884101.80000000
0.095949349368
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.06750000
N
N
N
N
N
N
JBS USA LLC / JBS USA FIN INC
N/A
JBS USA LLC / JBS USA FIN INC 6.75% 02/15/2028 144A
472141AA8
3050000.00000000
PA
USD
3347253.00000000
0.046653398925
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
0.06750000
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE LP/ENGY FIN C 5.75% 03/01/2025
864486AJ4
1325000.00000000
PA
USD
1336872.00000000
0.018633076952
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.05750000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
W2ZGZGZKY5GGNY6F3V51
ROCKIES EXPRESS 7.5 7/15/38 144A
77340RAD9
2800000.00000000
PA
USD
3164000.00000000
0.044099252192
Long
DBT
CORP
US
N
2
2038-07-15
Fixed
0.07500000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 3.5% 03/15/2031
55342UAM6
375000.00000000
PA
USD
381600.00000000
0.005318670871
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
0.03500000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 5.25% 02/01/2028
501797AN4
265000.00000000
PA
USD
283550.00000000
0.003952067939
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05250000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTH 6.875% 11/15/31
88033GAV2
1420000.00000000
PA
USD
1551350.00000000
0.021622432013
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
0.06875000
N
N
N
N
N
N
HOWARD HUGHES CORP
549300BVHY25JZC1KI49
HOWARD HUGHES CORP 4.375% 02/01/2031 144A
44267DAF4
3665000.00000000
PA
USD
3656607.15000000
0.050965120378
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
0.04375000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 6.25% 03/25/2029 144A
600814AQ0
2495000.00000000
PA
USD
2797518.75000000
0.038991303688
Long
DBT
CORP
LU
N
2
2029-03-25
Fixed
0.06250000
N
N
N
N
N
N
ARCHROCK PARTNERS L P / ARCHROCK PARTNERS FIN CORP
N/A
ARCHROCK PARTNERS LP / FIN CORP 6.875% 04/01/2027 144A
03959KAA8
865000.00000000
PA
USD
912765.30000000
0.012721955486
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.06875000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 7.875% 05/15/2026 144A
03690EAA6
125000.00000000
PA
USD
136015.63000000
0.001895760925
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.07875000
N
N
N
N
N
N
B and G FOODS INC
549300TRW1LZMDJZAQ78
B and G FOODS INC 5.25% 04/01/2025
05508RAE6
3985000.00000000
PA
USD
4086219.00000000
0.056952971617
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
0.05250000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 3.875% 02/15/2029 144A
55303XAL9
950000.00000000
PA
USD
961875.00000000
0.013406437485
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03875000
N
N
N
N
N
N
PERATON CORP
N/A
PERATON TERM B 1LN 02/22/2028
N/A
1340625.00000000
PA
USD
1345652.34000000
0.018755455722
Long
LON
CORP
US
N
2
2028-02-22
Variable
0.00000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.5% 12/15/2029 144A
737446AP9
8389000.00000000
PA
USD
9028745.14000000
0.125840995232
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.05500000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 6.5% 02/01/2029 144A
126307AZ0
2635000.00000000
PA
USD
2905351.00000000
0.040494249828
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06500000
N
N
N
N
N
N
PATRICK INDUSTRIES INC
549300FZ5ZTCCJ3Z5W14
PATRICK INDUSTRIES INC 7.5% 10/15/2027 144A
703343AC7
325000.00000000
PA
USD
354656.25000000
0.004943133821
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.07500000
N
N
N
N
N
N
HILCORP ENERGY I LP/FIN CO
N/A
HILCORP ENERGY I LP/FIN CO 5.75% 10/01/2025 144A
431318AQ7
2605000.00000000
PA
USD
2650587.50000000
0.036943402851
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.05750000
N
N
N
N
N
N
TRANSOCEAN SENTRY LTD
N/A
TRANSOCEAN SENTRY LTD 5.375% 05/15/2023 144A
89385AAA3
1023103.54100000
PA
USD
978342.76000000
0.013635962106
Long
DBT
CORP
KY
N
2
2023-05-15
Fixed
0.05375000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US 10YR NOTE FUT (CBT)JUN21 TYM1
N/A
115.00000000
NC
USD
-110808.82000000
-0.00154443302
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-21
15373465.07000000
USD
-110808.82000000
N
N
N
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC
N/A
ARDAGH PACKAGING FIN PLC / ARDAGH HLDGS USA INC 5.25% 08/15/2027 144A
03969AAR1
3034000.00000000
PA
USD
3143070.78000000
0.043807544559
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
0.05250000
N
N
N
N
N
N
MILLICOM INTL CELLULAR SA
549300CTHC1CP86P2G96
MILLICOM INTL CELLULAR SA 5.125% 01/15/2028 144A
600814AN7
4151000.00000000
PA
USD
4403110.99000000
0.061369754102
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05125000
N
N
N
N
N
N
INGEVITY CORP
5493009UTFC4B5IMGF87
INGEVITY CORP 3.875% 11/01/2028 144A
45688CAB3
375000.00000000
PA
USD
371251.88000000
0.005174440671
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.03875000
N
N
N
N
N
N
AMERIGAS PARTN LP/AMERIGAS FIN
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.5% 05/20/2025
030981AK0
2675000.00000000
PA
USD
2928322.50000000
0.040814422386
Long
DBT
CORP
US
N
2
2025-05-20
Fixed
0.05500000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 7% 08/01/2025
88033GCW8
2100000.00000000
PA
USD
2176229.79000000
0.030331892016
Long
DBT
CORP
US
N
2
2025-08-01
Fixed
0.07000000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
PISCES MIDCO INC 8% 04/15/2026 144A
72431PAA0
3812000.00000000
PA
USD
3957351.56000000
0.055156840853
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.08000000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 7.375% 01/15/2026
247361ZZ4
1450000.00000000
PA
USD
1698261.65000000
0.023670059669
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.07375000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
NAVIENT CORP 6.75% 06/15/2026
63938CAJ7
700000.00000000
PA
USD
749000.00000000
0.010439424744
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
0.06750000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM SE 3.75% 04/15/2029 144A
21039CAB0
975000.00000000
PA
USD
967882.50000000
0.013490168919
Long
DBT
CORP
FR
N
2
2029-04-15
Fixed
0.03750000
N
N
N
N
N
N
TEVA PHARMACEUTICAL FIN NETH III B V
5493004T21MOAFINJP35
TEVA PHARMACEUTICAL FIN NETH III B V 6% 04/15/2024
88167AAL5
390000.00000000
PA
USD
406575.00000000
0.005666767844
Long
DBT
CORP
NL
N
2
2024-04-15
Fixed
0.06000000
N
N
N
N
N
N
CLEAR CHANNEL WORLDWIDE HLDGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 5.125% 08/15/2027 144A
18453HAA4
4215000.00000000
PA
USD
4282440.00000000
0.059687863957
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
0.05125000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 7.95% 06/15/2039
674599DH5
1225000.00000000
PA
USD
1476125.00000000
0.020573959748
Long
DBT
CORP
US
N
2
2039-06-15
Fixed
0.07950000
N
N
N
N
N
N
COMPASS MINERALS INTL INC
2549008X9G8XP7YJGC47
COMPASS MINERALS INTL INC 6.75% 12/01/2027 144A
20451NAG6
690000.00000000
PA
USD
741750.00000000
0.010338375573
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.06750000
N
N
N
N
N
N
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
FX Forward: USD/EUR settle 2021-05-21
N/A
1.00000000
NC
N/A
5381.12000000
0.000075001064
N/A
DFE
CORP
US
N
2
HSBC BANK USA NA
1IE8VN30JCEQV1H4R804
900102.38000000
EUR
1093394.87000000
USD
2021-05-21
5381.12000000
N
N
N
CCO HLDGS LLC/CCO HLDGS CAP CORP
N/A
CCO HLDGS LLC/CAP CORP 5.875% 05/01/2027 144A
1248EPBK8
630000.00000000
PA
USD
652050.00000000
0.009088153411
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
0.05875000
N
N
N
N
N
N
INTELSAT JACKSON HLDGS S A
8XJ8KF85PBKK1TLMFN29
INTELSAT JACKSON HLDGS SA 8.5% 10/15/2024 144A
45824TBA2
7200000.00000000
PA
USD
4680000.00000000
0.065228982384
Long
DBT
CORP
LU
N
2
2024-10-15
Fixed
0.08500000
Y
Y
N
N
N
N
LIFEPOINT HEALTH INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH INC 4.375% 02/15/2027 144A
53219LAS8
624000.00000000
PA
USD
620305.92000000
0.008645710241
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
0.04375000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
N/A
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 5.375% 04/15/2027
150190AB2
1130000.00000000
PA
USD
1155001.25000000
0.016098195767
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.05375000
N
N
N
N
N
N
IHEARTCOMMUNICATIONS INC
54930076J6KDZL504O62
IHEART TERM 1LN 05/01/2026
45174UAF5
742500.00000000
PA
USD
734889.38000000
0.010242753509
Long
LON
CORP
US
N
2
2026-05-01
Variable
0.03114500
N
N
N
N
N
N
ASURION LLC
549300KNQVXGIOXWK278
ASURION TERM B9 1LN 07/31/2027
04649VAY6
2225000.00000000
PA
USD
2216656.25000000
0.030895348607
Long
LON
CORP
US
N
2
2027-07-31
Variable
0.03364500
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT FOODS GROUP INC 6.875% 01/26/2039
50076QAR7
690000.00000000
PA
USD
967463.26000000
0.013484325629
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
0.06875000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.625% 12/15/2029
15135BAT8
5410000.00000000
PA
USD
5837390.00000000
0.081360472110
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
0.04625000
N
N
N
N
N
N
GOLDEN NUGGET INC
91D14OD6M4H1RVBN7R43
GOLDEN NUGGET TERM B 1LN 10/04/2023
51508PAG9
2098160.82000000
PA
USD
2078060.44000000
0.028963625605
Long
LON
CORP
US
N
2
2023-10-04
Variable
0.03250000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
TRI POINTE GROUP INC 5.7% 06/15/2028
87265HAG4
180000.00000000
PA
USD
200250.00000000
0.002791047803
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.05700000
N
N
N
N
N
N
SUMMIT MATLS LLC / SUMMIT MATLS FIN CORP
N/A
SUMMIT MATLS LLC / FIN CORP 5.25% 01/15/2029 144A
86614RAN7
2230000.00000000
PA
USD
2366587.50000000
0.032985062894
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05250000
N
N
N
N
N
N
NABORS INDUSTRIES INC
549300VFQWRKICUFNU92
NABORS INDUSTRIES INC 5.75% 02/01/2025
62957HAF2
4375000.00000000
PA
USD
3472656.25000000
0.048401246443
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
0.05750000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.875% 11/15/2024
25470XAW5
4114000.00000000
PA
USD
4309744.12000000
0.060068423778
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
0.05875000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR BROADCASTING INC 4.75% 11/01/2028 144A
65336YAN3
3100000.00000000
PA
USD
3165875.00000000
0.044125385599
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
0.04750000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 4.75% 03/15/2028 144A
18539UAC9
290000.00000000
PA
USD
309937.50000000
0.004319852078
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
0.04750000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.625% 01/15/2028
85172FAQ2
3701000.00000000
PA
USD
4208777.20000000
0.058661165349
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06625000
N
N
N
N
N
N
EXPEDIA INC DEL
CI7MUJI4USF3V0NJ1H64
EXPEDIA INC DEL 4.625% 08/01/2027 144A
30212PBB0
240000.00000000
PA
USD
267089.00000000
0.003722637537
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.04625000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM LLC 4.75% 09/30/2021 144A
23311RAE6
300000.00000000
PA
USD
302437.50000000
0.004215318452
Long
DBT
CORP
US
N
2
2021-09-30
Fixed
0.04750000
N
N
N
N
N
N
SOUTHERN COMPANY
549300FC3G3YU2FBZD92
SOUTHERN COMPANY PC 6.75% 08/01/2022
842587602
33100.00000000
NS
USD
1590365.53000000
0.022166223320
Long
EP
CORP
US
N
2
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 7.5% 04/01/2028 144A
126307AY3
5160000.00000000
PA
USD
5683533.60000000
0.079216049802
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
0.07500000
N
N
N
N
N
N
ULTIMATE SOFTWARE GROUP INC
529900FKHWSTQ1GXK240
ULTIMATE SOFTWARE GROUP INC TERM 2LN 05/03/2027
90385KAF8
3510000.00000000
PA
USD
3619687.50000000
0.050450541062
Long
LON
CORP
US
N
2
2027-05-03
Variable
0.07500000
N
N
N
N
N
N
SALLY HOLDINGS LLC / SALLY CAP INC
N/A
SALLY HOLDINGS LLC / CAP INC 8.75% 04/30/2025 144A
79546VAM8
800000.00000000
PA
USD
880000.00000000
0.012265278738
Long
DBT
CORP
US
N
2
2025-04-30
Fixed
0.08750000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
GRAY TELEVISION INC 5.875% 07/15/2026 144A
389375AJ5
1855000.00000000
PA
USD
1919925.00000000
0.026759562821
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05875000
N
N
N
N
N
N
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
JONAH ENERGY LLC / JONAH ENERGY FINANCE CORP
N/A
29131.00000000
NS
USD
436965.00000000
0.006090338095
Long
EC
CORP
US
N
3
N
N
N
ZAYO GROUP HLDGS INC
529900Z6OTS7RT0V0I47
FRONT RANGE BIDCO INC 6.125% 03/01/2028 144A
98919VAB1
6328000.00000000
PA
USD
6524800.80000000
0.090941477872
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.06125000
N
N
N
N
N
N
CLEAR CHANNEL OUTDOOR HOLDINGS INC
N/A
CLEAR CHANNEL OUTDOOR HOLDINGS INC 7.75% 04/15/2028 144A
18453HAC0
2650000.00000000
PA
USD
2689750.00000000
0.037489242599
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
0.07750000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 4.25% 10/15/2027 144A
01883LAB9
354000.00000000
PA
USD
354000.00000000
0.004933987129
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.04250000
N
N
N
N
N
N
PARK RIVER HOLDINGS INC
N/A
PARK RIVER HOLDINGS INC 5.625% 02/01/2029 144A
70082LAA5
2600000.00000000
PA
USD
2547220.00000000
0.035502685578
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.05625000
N
N
N
N
N
N
NEXSTAR BROADCASTING INC
5493006PK6I4I2OOT688
NEXSTAR ESCROW INC 5.625% 07/15/2027 144A
65343HAA9
2118000.00000000
PA
USD
2237137.50000000
0.031180812516
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
0.05625000
N
N
N
N
N
N
SPRINGLEAF FINANCE CORPORATION
5493008I795YYBFWFU90
SPRINGLEAF FIN CRP MED TRM NTS 6.875% 03/15/2025
85172FAM1
3671000.00000000
PA
USD
4140447.48000000
0.057708798233
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
0.06875000
N
N
N
N
N
N
ENLINK MIDSTRM PRTNRS LP
88CPW63VL7KHJWS0NY83
ENLINK MIDSTRM PRTNRS LP 5.45% 06/01/2047
29336UAG2
1210000.00000000
PA
USD
1001275.00000000
0.013955587465
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
0.05450000
N
N
N
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
RANGE RESOURCES CORP 5% 03/15/2023
75281ABA6
3129000.00000000
PA
USD
3144645.00000000
0.043829485749
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.05000000
N
N
N
N
N
N
AMSTED INDUSTRIES INC
N2VLGYMEEBIU3PFSUY86
AMSTED INDUSTRIES INC 5.625% 07/01/2027 144A
032177AH0
1605000.00000000
PA
USD
1701300.00000000
0.023712407634
Long
DBT
CORP
US
N
2
2027-07-01
Fixed
0.05625000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC 5% 08/01/2027 144A
82967NBA5
935000.00000000
PA
USD
973587.45000000
0.013569683466
Long
DBT
CORP
US
N
2
2027-08-01
Fixed
0.05000000
N
N
N
N
N
N
OI EUROPEAN GROUP BV
72450053F5WRDY8CDZ66
OI EUROPEAN GROUP BV 4% 03/15/2023 144A
67777LAC7
1445000.00000000
PA
USD
1477512.50000000
0.020593298468
Long
DBT
CORP
NL
N
2
2023-03-15
Fixed
0.04000000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC OKLA
XXRTID9RYWOZ0UPIVR53
CONTINENTAL RESOURCES INC OKLA 5.75% 01/15/2031 144A
212015AT8
4285000.00000000
PA
USD
4830094.85000000
0.067320976898
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.05750000
N
N
N
N
N
N
ASGN INC
LZBNYYCBUKY537072438
ASGN INC 4.625% 05/15/2028 144A
00191UAA0
660000.00000000
PA
USD
688050.00000000
0.009589914813
Long
DBT
CORP
US
N
2
2028-05-15
Fixed
0.04625000
N
N
N
N
N
N
CTR PARTNERSHIP LP / CARETRUST CAP CORP
N/A
CTR PARTNERSHIP LP / CARETRUST CAP CORP 5.25% 06/01/2025
126458AD0
1170000.00000000
PA
USD
1206293.40000000
0.016813096354
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
0.05250000
N
N
N
N
N
N
AXALTA COATING SYSTEMS LLC
549300G80QONCHILSF69
AXALTA COATING SYSTEMS LLC 3.375% 02/15/2029 144A
05453GAC9
1095000.00000000
PA
USD
1062150.00000000
0.014804052059
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.03375000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
UNITED CONTL HLDGS INC 4.25% 10/01/2022
910047AJ8
660000.00000000
PA
USD
668250.00000000
0.009313946042
Long
DBT
CORP
US
N
2
2022-10-01
Fixed
0.04250000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
ALTICE FRANCE SA 5.5% 01/15/2028 144A
02156LAC5
1775000.00000000
PA
USD
1810695.25000000
0.025237138582
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
0.05500000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC 3.875% 02/15/2031 144A
55354GAL4
870000.00000000
PA
USD
913500.00000000
0.012732195599
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03875000
N
N
N
N
N
N
CITGO HLDG INC
549300NYHOALWZ2BSL72
CITGO HOLDING TERM B 1LN 08/01/2023
17304YAD4
371240.60000000
PA
USD
354627.58000000
0.004942734224
Long
LON
CORP
US
N
2
2023-08-01
Variable
0.08000000
N
N
N
N
N
N
TREEHOUSE FOODS INC
5493007M7EVHE470Q576
TREEHOUSE FOODS INC 4% 09/01/2028
89469AAD6
1325000.00000000
PA
USD
1361702.50000000
0.018979159911
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
0.04000000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
SANCHEZ TERM 1LN DIP 12/31/2049
N/A
864601.54000000
PA
USD
0.09000000
0.000000001254
Long
LON
CORP
US
N
3
2049-12-31
Variable
0.00000000
Y
Y
N
N
N
N
CVR PARTNERS LP / CVR NITROGEN FIN CORP
N/A
CVR PARTNERS LP / CVR NITROGEN FIN CORP 9.25% 06/15/2023 144A
12663QAA3
2930000.00000000
PA
USD
2975004.80000000
0.041465071729
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
0.09250000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP TERM 2LN 11/01/2025
N/A
3503000.00000000
PA
USD
3894180.01000000
0.054276367365
Long
LON
CORP
US
N
2
2025-11-01
Variable
0.00000000
N
N
N
N
N
N
TRONOX INC
549300EPZ4YXC7E5P181
TRONOX INC 6.5% 05/01/2025 144A
897051AB4
5100000.00000000
PA
USD
5469750.00000000
0.076236373161
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06500000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS CORP 5.875% 7/22
25470XAJ4
2475000.00000000
PA
USD
2580633.00000000
0.035968389849
Long
DBT
CORP
US
N
2
2022-07-15
Fixed
0.05875000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 3.625% 02/15/2032 144A
432833AN1
4225000.00000000
PA
USD
4160949.00000000
0.057994544662
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
0.03625000
N
N
N
N
N
N
LIFE TIME INC
549300PALKE96VYH4X17
LIFE TIME FITNESS INC 5.75% 01/15/2026 144A
53190FAA3
2020000.00000000
PA
USD
2055350.00000000
0.028647091654
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.05750000
N
N
N
N
N
N
TELESAT CDA / TELESAT LLC
N/A
TELESAT CDA / TELESAT LLC 6.5% 10/15/2027 144A
87952VAM8
1165000.00000000
PA
USD
1202314.95000000
0.016757645447
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06500000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DCP MIDSTREAM OPER LP 5.375% 07/15/2025
23311VAG2
1575000.00000000
PA
USD
1679013.00000000
0.023401775512
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05375000
N
N
N
N
N
N
RP ESCROW ISSUER LLC
N/A
RP ESCROW ISSUER LLC 5.25% 12/15/2025 144A
74969PAA6
4255000.00000000
PA
USD
4403925.00000000
0.061381099625
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
0.05250000
N
N
N
N
N
N
SPRINT COMMUNICATIONS INC
549300JKU50UT08ZWD77
SPRINT NEXTEL CORPORATION 11.5% 11/15/2021
852061AM2
195000.00000000
PA
USD
208162.50000000
0.002901330778
Long
DBT
CORP
US
N
2
2021-11-15
Fixed
0.11500000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP 3.9% 10/01/2027
26884LAF6
4233000.00000000
PA
USD
4390509.93000000
0.061194122837
Long
DBT
CORP
US
N
2
2027-10-01
Fixed
0.03900000
N
N
N
N
N
N
STARS GROUP HLDGS B V / STARS GROUP US CO-BORROWER LLC
N/A
STARS GROUP HLDS/STARS GRP 7% 07/15/2026
85572NAA6
2040000.00000000
PA
USD
2139817.20000000
0.029824380009
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
0.07000000
N
N
N
N
N
N
CORE and MAIN HOLDINGS LP
N/A
CORE and MAIN HOLDINGS LP PIK 8.625% 09/15/2024 144A
21871MAA1
2950000.00000000
PA
USD
2995341.50000000
0.041748520926
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
0.08625000
N
N
Y
N
N
N
HILTON DOMESTIC OPERATING CO INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO INC 4.875% 01/15/2030
432833AF8
1732000.00000000
PA
USD
1866264.64000000
0.026011654556
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.04875000
N
N
N
N
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
ARAMARK SERVICES INC 5% 02/01/2028 144A
038522AQ1
11930000.00000000
PA
USD
12228250.00000000
0.170435107657
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
0.05000000
N
N
N
N
N
N
COSAN LUXEMBOURG SA
222100ZY943WERK7RZ38
COSAN LUXEMBOURG SA 7% 01/20/2027 144A
22112EAC2
1315000.00000000
PA
USD
1397598.44000000
0.019479470945
Long
DBT
CORP
LU
N
2
2027-01-20
Fixed
0.07000000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 5.625% 10/15/23
501797AJ3
1975000.00000000
PA
USD
2137937.50000000
0.029798181095
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
0.05625000
N
N
N
N
N
N
PACIFIC GAS and ELECTRIC CO
1HNPXZSMMB7HMBMVBS46
PACIFIC GAS and ELECTRIC CO 4.55% 07/01/2030
694308JM0
2865000.00000000
PA
USD
3195904.95000000
0.044543937539
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
0.04550000
N
N
N
N
N
N
HOWMET AEROSPACE INC
549300HO5WFZUT5N2T22
ALUM CO AM 6.75% 1/15/28
022249AU0
125000.00000000
PA
USD
148437.50000000
0.002068894673
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.06750000
N
N
N
N
N
N
COMMSCOPE TECHNOLOGIES LLC
M4TWC4QDOKW45N7T6Y12
COMMSCOPE TECHNOLOGIES FIN LLC 6.0% 06/15/2025 144A
20337YAA5
1040000.00000000
PA
USD
1057524.00000000
0.014739575719
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.06000000
N
N
N
N
N
N
UNITED RENTALS NORTH AMER INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NORTH AMER INC 5.25% 01/15/2030
911365BL7
2400000.00000000
PA
USD
2640000.00000000
0.036795836216
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
0.05250000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 4.625% 08/01/2029
55342UAJ3
300000.00000000
PA
USD
322546.50000000
0.004495594009
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.04625000
N
N
N
N
N
N
VERSCEND HLDG CORP
N/A
VERSCEND TERM B 08/27/2025
92531HAB3
997448.98000000
PA
USD
1002136.99000000
0.013967601723
Long
LON
CORP
US
N
2
2025-08-27
Variable
0.04614500
N
N
N
N
N
N
NEON HOLDINGS INC
N/A
GPD COS INC 10.125% 04/01/2026 144A
36260VAA8
700000.00000000
PA
USD
772625.00000000
0.010768705665
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.10125000
N
N
N
N
N
N
TIBCO SOFTWARE INC
04EEB871XLHVNY4RZJ65
TIBCO SOFTWARE TERM B2 1LN 07/03/2026
88632NAP5
3892731.83000000
PA
USD
3882026.82000000
0.054106978430
Long
LON
CORP
US
N
2
2026-07-03
Variable
0.00000000
N
N
N
N
N
N
MARRIOTT OWNERSHIP RESORTS INC / ILG LLC
N/A
MARRIOTT OWNERSHIP RESORTS INC / ILG LLC 6.5% 09/15/2026
57165PAB1
1985000.00000000
PA
USD
2065293.25000000
0.028785678850
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
0.06500000
N
N
N
N
N
N
ACADIA HEALTHCARE CO INC
5493005CW985Y9D0NC11
ACADIA HEALTHCARE CO INC 6.5% 03/01/2024
00404AAM1
600000.00000000
PA
USD
609750.00000000
0.008498583762
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.06500000
N
N
N
N
N
N
MOLINA HEALTHCARE INC
549300NQQCEQ46YHZ591
MOLINA HEALTHCARE INC 4.375% 06/15/2028 144A
60855RAJ9
840000.00000000
PA
USD
873600.00000000
0.012176076711
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
0.04375000
N
N
N
N
N
N
SINCLAIR TELEVISION GROUP INC
549300CQGEN0CH65UD62
SINCLAIR TELEVISION GROUP INC 5.5% 03/01/2030 144A
829259AY6
1130000.00000000
PA
USD
1134474.80000000
0.015812101868
Long
DBT
CORP
US
N
2
2030-03-01
Fixed
0.05500000
N
N
N
N
N
N
FORD MTR CR CO LLC
UDSQCVRUX5BONN0VY111
FORD MTR CR CO LLC 5.113% 05/03/2029
345397ZR7
2945000.00000000
PA
USD
3224775.00000000
0.044946323005
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
0.05113000
N
N
N
N
N
N
SPECIATLY BUILDING PRODUCTS HOLDINGS LLC / SBP FINANCE CORP
N/A
SPECIATLY BUILDING PRODUCTS HOLDINGS LLC/FINANCE CORP 6.375% 09/30/2026 144A
84749AAA5
1140000.00000000
PA
USD
1182750.00000000
0.016484952759
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.06375000
N
N
N
N
N
N
L BRANDS INC
GR3KVMWVCR54YWQNXU90
L BRANDS INC 6.625% 10/01/2030 144A
501797AW4
1335000.00000000
PA
USD
1495200.00000000
0.020839823602
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.06625000
N
N
N
N
N
N
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP
N/A
ANTERO MIDSTREAM PARTNERS LP / ANTERO MIDSTREAM FIN CORP 5.75% 01/15/2028 144A
03690AAF3
1710000.00000000
PA
USD
1723893.75000000
0.024027315181
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05750000
N
N
N
N
N
N
US FOODS INC
5493000JOOFAOUY1JZ87
US FOODS INC 6.25% 04/15/2025 144A
90290MAC5
2890000.00000000
PA
USD
3074237.50000000
0.042848158917
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.06250000
N
N
N
N
N
N
LOGMEIN INC
549300D12V5KRBV00592
LOGAN MERGER SUB INC 5.5% 09/01/2027 144A
541056AA5
650000.00000000
PA
USD
679250.00000000
0.009467262026
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.05500000
N
N
N
N
N
N
RP CROWN PARENT LLC
549300B1M4J69ECRY452
RP CROWN PARENT LLC TERM B 1LN 10/12/2023
74966FAJ2
500077.71000000
PA
USD
500702.81000000
0.006978704011
Long
LON
CORP
US
N
2
2023-10-12
Variable
0.00000000
N
N
N
N
N
N
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP
549300ZWL4J1LYMOWK56
USA COMPRESSION PARTNERS LP / USA COMPRESSION FIN CORP 6.875% 09/01/2027
91740PAF5
580000.00000000
PA
USD
609000.00000000
0.008488130399
Long
DBT
CORP
US
N
2
2027-09-01
Fixed
0.06875000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
ACADEMY LTD 6% 11/15/2027 144A
00401YAA8
469000.00000000
PA
USD
494663.68000000
0.006894531724
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
0.06000000
N
N
N
N
N
N
VERTICAL HOLDCO GMBH
2549008GCHWX9EEMIS56
VERTICAL HOLDCO GMBH 7.625% 07/15/2028 144A
92537VAA8
2135000.00000000
PA
USD
2307379.90000000
0.032159838215
Long
DBT
CORP
DE
N
2
2028-07-15
Fixed
0.07625000
N
N
N
N
N
N
ARCHES BUYER INC
N/A
ARCHES BUYER INC 6.125% 12/01/2028 144A
039524AB9
3910000.00000000
PA
USD
4041903.85000000
0.056335315177
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.06125000
N
N
N
N
N
N
BRINKS CO
XFP140TFNOQMIVFTVQ13
BRINKS CO 5.5% 07/15/2025 144A
109696AB0
1130000.00000000
PA
USD
1189325.00000000
0.016576593904
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
0.05500000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 6.375% 04/01/2026
103304BM2
2555000.00000000
PA
USD
2639647.15000000
0.036790918258
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
0.06375000
N
N
N
N
N
N
ROCKET SOFTWARE INC
549300PVG26ISP5X1556
ROCKET SOFTWARE INC 6.5% 02/15/2029 144A
77314EAA6
975000.00000000
PA
USD
970125.00000000
0.013521424473
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.06500000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.25% 02/15/2026
87264ABR5
1425000.00000000
PA
USD
1419513.75000000
0.019784922519
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
0.02250000
N
N
N
N
N
N
AMC NETWORKS INC
549300VGG9K75226LR46
AMC NETWORKS INC 5% 04/01/2024
00164VAD5
700000.00000000
PA
USD
708750.00000000
0.009878427620
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
0.05000000
N
N
N
N
N
N
NOVELIS CORP
549300G5F3W3B52WYL23
NOVELIS CORP 5.875% 09/30/2026 144A
670001AC0
3589000.00000000
PA
USD
3739307.32000000
0.052117780193
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
0.05875000
N
N
N
N
N
N
BRINKER INTERNATIONAL INC
52990067JY6PBGJNTG76
BRINKER INTERNATIONAL INC 5% 10/01/2024 144A
109641AH3
2315000.00000000
PA
USD
2407600.00000000
0.033556687604
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
0.05000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP STEP 02/01/2030
26884LAG4
1597000.00000000
PA
USD
2088780.18000000
0.029113035377
Long
DBT
CORP
US
N
2
2030-02-01
Variable
0.08500000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.65% 12/01/2044
59151KAJ7
3012000.00000000
PA
USD
3102360.00000000
0.043240125168
Long
DBT
CORP
CA
N
2
2044-12-01
Fixed
0.05650000
N
N
N
N
N
N
GOEASY LTD
5493009DJVZG2P8YV435
GOEASY LTD 5.375% 12/01/2024 144A
380355AD9
200000.00000000
PA
USD
207000.00000000
0.002885128066
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
0.05375000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INT 7.75% 3/15/22
552953BX8
250000.00000000
PA
USD
264062.50000000
0.003680454735
Long
DBT
CORP
US
N
2
2022-03-15
Fixed
0.07750000
N
N
N
N
N
N
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP
N/A
CEDAR FAIR LP / CANADA'S WONDERLAND CO / MAGNUM MANAGEMENT CORP / MILLENNIUM OP 5.5% 05/01/2025 144A
150190AF3
2070000.00000000
PA
USD
2169618.75000000
0.030239748552
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.05500000
N
N
N
N
N
N
REGIONALCARE HOSP PARTNERS HLDGS INC
549300G8ZVHRTBBBSZ90
LIFEPOINT HEALTH TERM B 11/16/2025
75915TAD4
1687515.14780000
PA
USD
1688392.66000000
0.023532507494
Long
LON
CORP
US
N
2
2025-11-16
Variable
0.03864500
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / MONARCH CMNTYS INC
549300O1Z08HI2MRK572
TAYLOR MORRISON CMNTY/ MONARCH 5.125% 08/01/2030 144A
87724RAJ1
3608000.00000000
PA
USD
3862364.00000000
0.053832921648
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
0.05125000
N
N
N
N
N
N
JACOBS ENTERTAINMENT INC
5493004U9JIWY3HSUO63
JACOBS ENTERTAINMENT INC 7.875% 02/01/2024 144A
469815AH7
2745000.00000000
PA
USD
2857407.75000000
0.039826025595
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
0.07875000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH CORP 5% 03/15/23
25470XAL9
926000.00000000
PA
USD
953780.00000000
0.013293610858
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
0.05000000
N
N
N
N
N
N
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP
N/A
HILTON WORLDWIDE FIN LLC / HILTON WORLDWIDE FIN CORP 4.875% 04/01/2027
432891AK5
2425000.00000000
PA
USD
2522000.00000000
0.035151173840
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
0.04875000
N
N
N
N
N
N
LEVI STRAUSS and COMPANY NEW
MB0UERO0RDFKU8258G77
LEVI STRAUSS and COMPANY NEW 3.5% 03/01/2031 144A
52736RBJ0
1565000.00000000
PA
USD
1582606.25000000
0.022058075897
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
0.03500000
N
N
N
N
N
N
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC
N/A
MGM GROWTH PPTYS OPER PARTNERSHIP LP / MGP FIN CO-ISSUER INC 5.75% 02/01/2027
55303XAJ4
660000.00000000
PA
USD
745800.00000000
0.010394823731
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
0.05750000
N
N
N
N
N
N
GEMS MENASA KY LTD/GEMS
N/A
GEMS MENASA KY LTD/GEMS 7.125% 07/31/2026 144A
36166LAA5
6250000.00000000
PA
USD
6457031.25000000
0.089996918303
Long
DBT
CORP
KY
N
2
2026-07-31
Fixed
0.07125000
N
N
N
N
N
N
SALLY HOLDINGS LLC / SALLY CAP INC
N/A
SALLY HOLDINGS LLC / CAP INC 5.625% 12/01/25
79546VAL0
4123000.00000000
PA
USD
4215767.50000000
0.058758594870
Long
DBT
CORP
US
N
2
2025-12-01
Fixed
0.05625000
N
N
N
N
N
N
FORESTAR GROUP INC
549300BC2UB0GHV60V70
FORESTAR GROUP INC 8% 04/15/2024 144A
346232AD3
650000.00000000
PA
USD
676000.00000000
0.009421964122
Long
DBT
CORP
US
N
2
2024-04-15
Fixed
0.08000000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
MILEAGE PLUS HLDINGS LLC 6.5% 06/20/2027 144A
599191AA1
1430000.00000000
PA
USD
1562275.00000000
0.021774702661
Long
DBT
CORP
US
N
2
2027-06-20
Fixed
0.06500000
N
N
N
N
N
N
TENNECO INC DEL
549300U0EXXFAQFAD785
TENNECO INC DEL 7.875% 01/15/2029 144A
880349AS4
1505000.00000000
PA
USD
1686962.03000000
0.023512567636
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.07875000
N
N
N
N
N
N
CHOBANI LLC/FINANCE CORP INC
N/A
CHOBANI LLC/FINANCE CORP INC 7.5% 04/15/2025 144A
17027NAA0
4755000.00000000
PA
USD
4921520.10000000
0.068595245279
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
0.07500000
N
N
N
N
N
N
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC
N/A
JBS USA LUX SA / JBS FOOD CO / JBS USA FINANCE INC 6.5% 04/15/2029 144A
46590XAA4
8350000.00000000
PA
USD
9393750.00000000
0.130928366083
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
0.06500000
N
N
N
N
N
N
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC
N/A
ALBERTSONS COS LLC / SAFEWAY INC / NEW ALBERTSONS INC / ALBERTSONS LLC 3.5% 03/15/2029 144A
013092AG6
10285000.00000000
PA
USD
9881313.75000000
0.137723940284
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
0.03500000
N
N
N
N
N
N
ZIGGO BOND CO
213800JYI4P7V5QDOG59
ZIGGO BOND CO 6% 01/15/2027 144A
98954UAB9
3325000.00000000
PA
USD
3466312.50000000
0.048312828418
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
0.06000000
N
N
N
N
N
N
STAPLES INC
XQM2JINI1UL7642TU573
STAPLES INC 7.5% 04/15/2026 144A
855030AN2
1535000.00000000
PA
USD
1538377.00000000
0.021441616716
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.07500000
N
N
N
N
N
N
LAMAR MEDIA CORP
N/A
LAMAR MEDIA CORP 3.625% 01/15/2031 144A
513075BX8
625000.00000000
PA
USD
617581.25000000
0.008607734289
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
0.03625000
N
N
N
N
N
N
SOLERA LLC
549300F7JH48O4IYRX29
SOLERA TERM B NEW 03/03/2023
83421MAB4
1097120.42000000
PA
USD
1095397.94000000
0.015267455754
Long
LON
CORP
US
N
2
2023-03-03
Variable
0.02864500
N
N
N
N
N
N
ALTICE FING SA
549300DIYGW8HVDF7Q17
ALTICE FING SA 5% 01/15/2028 144A
02154CAF0
5285000.00000000
PA
USD
5285581.35000000
0.073669464266
Long
DBT
CORP
LU
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HLDGS INC 5.625% 01/15/2028 144A
737446AN4
1480000.00000000
PA
USD
1553593.00000000
0.021653694536
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05625000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC HOLDINGS LLC 4.125% 12/01/2030 144A
126307BB2
4232000.00000000
PA
USD
4248928.00000000
0.059220779842
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
0.04125000
N
N
N
N
N
N
GLP CAP LP / GLP FING II INC
N/A
GLP CAP LP / GLP FING II INC 5.375% 04/15/2026
361841AH2
550000.00000000
PA
USD
631543.00000000
0.008802330602
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
0.05375000
N
N
N
N
N
N
FORD MOTOR CO
20S05OYHG0MQM4VUIC57
FORD MOTOR CO 9% 04/22/2025
345370CW8
9170000.00000000
PA
USD
11132013.20000000
0.155155960026
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.09000000
N
N
N
N
N
N
MERLIN ENTERTAINMENTS PLC
549300ZTI0VEFO6WV007
MERLIN ENTERTAINMENTS PLC 5.75% 06/15/2026 144A
59010QAB2
200000.00000000
PA
USD
211000.00000000
0.002940879333
Long
DBT
CORP
GB
N
2
2026-06-15
Fixed
0.05750000
N
N
N
N
N
N
ADVANTAGE SALES and MARKETING INC DEL
549300T4O24KQDED1182
ADVANTAGE SALES and MARKETING INC DEL 6.5% 11/15/2028 144A
00775PAA5
4954000.00000000
PA
USD
5077850.00000000
0.070774142777
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
0.06500000
N
N
N
N
N
N
WHITE CAP BUYER LLC
N/A
WHITE CAP BUYER LLC 6.875% 10/15/2028 144A
96350RAA2
1420000.00000000
PA
USD
1510099.00000000
0.021047483134
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
0.06875000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
LUMEN TECHNOLOGIES 4.5% 01/15/2029 144A
156700BD7
6910000.00000000
PA
USD
6901362.50000000
0.096189925841
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.04500000
N
N
N
N
N
N
ALPINE FIN MERGER SUB LLC
N/A
ASCEND LEARNING TERM B 07/12/2024
02083JAC8
972487.11000000
PA
USD
972078.67000000
0.013548654367
Long
LON
CORP
US
N
2
2024-07-12
Variable
0.04000000
N
N
N
N
N
N
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER
N/A
ALLIANT HLDGS INTERMEDIATE LLC/ALLIANT HLDGS CO-ISSUER 6.75% 10/15/2027 144A
01883LAA1
10949000.00000000
PA
USD
11366485.37000000
0.158423990164
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.06750000
N
N
N
N
N
N
NEW ALBERTSONS INC
549300NTX8OHLI2I0Q54
ALBERTSONS INC 7.45% 8/01/29
013104AF1
615000.00000000
PA
USD
731850.00000000
0.010200391187
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
0.07450000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 3.5% 06/15/2025
674599CG8
1000000.00000000
PA
USD
984490.00000000
0.013721641210
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
0.03500000
N
N
N
N
N
N
ASCENT RESOURCES UTICA LLC / ARU FIN CORP
N/A
ASCENT RESOURCES UTICA LLC / ARU FIN CORP 8.25% 12/31/2028 144A
04364VAR4
1400000.00000000
PA
USD
1456000.00000000
0.020293461186
Long
DBT
CORP
US
N
2
2028-12-31
Fixed
0.08250000
N
N
N
N
N
N
CORNERSTONE CHEMICAL CO
BL03B05TRUKQ14Y1HC46
CORNERSTONE CHEMICAL CO 6.75% 08/15/2024 144A
21925AAE5
2050000.00000000
PA
USD
1932125.00000000
0.026929604185
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.06750000
N
N
N
N
N
N
EMERGENT BIOSOLUTIONS INC
549300YW6TUOX8BE5103
EMERGENT BIOSOLUTIONS INC 3.875% 08/15/2028 144A
29089QAC9
47000.00000000
PA
USD
47660.82000000
0.000664287775
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
0.03875000
N
N
N
N
N
N
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP
N/A
ENVIVA PARTNERS LP / ENVIVA PARTNERS FINANCE CORP 6.5% 01/15/2026 144A
29413XAD9
1350000.00000000
PA
USD
1412437.50000000
0.019686295044
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
0.06500000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD 11.5% 06/01/2025 144A
780153AZ5
5475000.00000000
PA
USD
6412593.75000000
0.089377556571
Long
DBT
CORP
LR
N
2
2025-06-01
Fixed
0.11500000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 4.55% 11/14/2024
35671DBL8
2500000.00000000
PA
USD
2753125.00000000
0.038372551736
Long
DBT
CORP
US
N
2
2024-11-14
Fixed
0.04550000
N
N
N
N
N
N
PETSMART INC / PETSMART FINANCE CORP
N/A
PETSMART INC / PETSMART FINANCE CORP 7.75% 02/15/2029 144A
71677KAB4
2270000.00000000
PA
USD
2434575.00000000
0.033932660211
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
0.07750000
N
N
N
N
N
N
YUM BRANDS INC
549300JE8XHZZ7OHN517
YUM BRANDS INC 6.875% 11/15/37
988498AD3
2425000.00000000
PA
USD
3031250.00000000
0.042249007019
Long
DBT
CORP
US
N
2
2037-11-15
Fixed
0.06875000
N
N
N
N
N
N
DELTA AIRLINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIRLINES INC 7% 05/01/2025 144A
247361ZX9
1055000.00000000
PA
USD
1229094.80000000
0.017130898089
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.07000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES
8M3THTGWLTYZVE6BBY25
CENTURYLINK INC 7.6% 09/15/2039
156700AM8
5075000.00000000
PA
USD
6105022.00000000
0.085090677882
Long
DBT
CORP
US
N
2
2039-09-15
Fixed
0.07600000
N
N
N
N
N
N
ANTERO RESOURCES CORPORATION
APVBKPOULHUX7YZLKU17
ANTERO RESOURCES CORP 8.375% 07/15/2026 144A
03674XAN6
1775000.00000000
PA
USD
1941406.25000000
0.027058964547
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.08375000
N
N
N
N
N
N
NCL CORP LTD
UNZWILHE4KMRP9K2L524
NCL CORP LTD 3.625% 12/15/2024 144A
62886HAP6
1950000.00000000
PA
USD
1822665.00000000
0.025403970764
Long
DBT
CORP
BM
N
2
2024-12-15
Fixed
0.03625000
N
N
N
N
N
N
SANCHEZ ENERGY CORP
549300SB0HTIM17TVR61
MESQUITE ENERGY INC
N/A
46770.35400000
NS
USD
748325.66000000
0.010430025917
Long
EC
CORP
US
N
3
N
N
N
NABORS INDUSTRIES LTD
N/A
NABORS INDUSTRIES LTD 7.25% 01/15/2026 144A
629571AA8
850000.00000000
PA
USD
754651.25000000
0.010518190831
Long
DBT
CORP
BM
N
2
2026-01-15
Fixed
0.07250000
N
N
N
N
N
N
UNIVISION COMMUNICATIONS INC
549300YQDE2JSGTL8V47
UNIVISION COMMUNICATIONS INC 6.625% 06/01/2027 144A
914906AU6
7965000.00000000
PA
USD
8303512.50000000
0.115732835595
Long
DBT
CORP
US
N
2
2027-06-01
Fixed
0.06625000
N
N
N
N
N
N
MPT OPER PARTNERSHIP LP / MPT FIN CORP
N/A
MPT OPER PARTNERSHIP LP/CORP 5% 10/15/2027
55342UAH7
5689000.00000000
PA
USD
6059922.80000000
0.084462093497
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05000000
N
N
N
N
N
N
ENCOMPASS HEALTH CORP
549300FVRPM9DRQZRG64
ENCOMPASS HEALTH CORP 4.625% 04/01/2031
29261AAE0
525000.00000000
PA
USD
557680.99000000
0.007772855442
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
0.04625000
N
N
N
N
N
N
CHICAGO BOARD OF TRADE
N/A
US LONG BOND(CBT) FUT JUN21 USM1
N/A
75.00000000
NC
USD
-124577.18000000
-0.00173633390
N/A
DIR
CORP
US
N
1
CHICAGO BOARD OF TRADE
N/A
Long
UST NOTES
UST NOTES 0% 06/30/2040
2021-06-21
12065983.43000000
USD
-124577.18000000
N
N
N
MOHEGAN TRIBAL GAMING AUTH
549300UB083Z2NRDHC48
MOHEGAN TRIBAL GAMING AUTH 8% 02/01/2026 144A
608328BH2
3070000.00000000
PA
USD
3035462.50000000
0.042307720072
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.08000000
N
N
N
N
N
N
TAYLOR MORRISON CMNTYS INC / TAYLOR MORRISON HLDGS II INC
N/A
TAYLOR MORRISON CMNTY/ MONARCH 5.625% 03/01/2024 144A
877249AD4
250000.00000000
PA
USD
270127.50000000
0.003764987593
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.05625000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
VALEANT PHARMACEUTICALS INTL INC CDA 7% 03/15/2024 144A
91911KAK8
3280000.00000000
PA
USD
3351176.00000000
0.046708076980
Long
DBT
CORP
CA
N
2
2024-03-15
Fixed
0.07000000
N
N
N
N
N
N
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP
N/A
REALOGY GROUP LLC / REALOGY CO-ISSUER CORP 5.75% 01/15/2029 144A
75606DAL5
3725000.00000000
PA
USD
3752937.50000000
0.052307755144
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.05750000
N
N
N
N
N
N
CABOT FINANCIAL LUXEMBOURG SA
2221003LZ2TH3GI7JG79
CABOT FINANCIAL LUX SA 7.5% 10/01/2023 REGS
N/A
110260.31000000
PA
156490.33000000
0.002181133542
Long
DBT
CORP
LU
N
2
2023-10-01
Fixed
0.07500000
N
N
N
N
N
N
NAVISTAR INTL CORP NEW
WNDD3CRVXJGC8I7GX671
NAVISTAR INTL CORP NEW 6.625% 11/01/2025 144A
63934EAT5
2175000.00000000
PA
USD
2260216.50000000
0.031502483389
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
0.06625000
N
N
N
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 6.875% 01/15/2029
87612BBN1
5505000.00000000
PA
USD
6103668.75000000
0.085071816532
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
AMERIGAS PARTN LP/AMERIGAS FIN
N/A
AMERIGAS PARTN LP/AMERIGAS FIN 5.625% 05/20/2024
030981AH7
1664000.00000000
PA
USD
1841315.84000000
0.025663922754
Long
DBT
CORP
US
N
2
2024-05-20
Fixed
0.05625000
N
N
N
N
N
N
INTERGEN NV
549300E3XRGX2JMPEC79
INTERGEN NV 7.0% 06/30/2023 144A
45867XAG9
3045000.00000000
PA
USD
2953650.00000000
0.041167432439
Long
DBT
CORP
NL
N
2
2023-06-30
Fixed
0.07000000
N
N
N
N
N
N
VOC ESCROW LTD
N/A
VOC CRUISE LTD 5% 02/15/2028 144A
91832VAA2
1325000.00000000
PA
USD
1309232.50000000
0.018247842666
Long
DBT
CORP
BM
N
2
2028-02-15
Fixed
0.05000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORP
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORP 6.625% 09/01/2030
674599ED3
3865000.00000000
PA
USD
4396437.50000000
0.061276740222
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
0.06625000
N
N
N
N
N
N
BOYD GAMING CORP
254900787YGRYS2A1Z35
BOYD GAMING CORP 6% 08/15/2026
103304BQ3
2065000.00000000
PA
USD
2138575.95000000
0.029807079694
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
0.06000000
N
N
N
N
N
N
FREEPORT MCMORAN IN
549300IRDTHJQ1PVET45
FREEPORT MCMORAN INC 5.25% 09/01/2029
35671DCD5
585000.00000000
PA
USD
650052.00000000
0.009060305653
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
0.05250000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC 7.125% 07/01/2028 144A
203372AV9
1690000.00000000
PA
USD
1772387.50000000
0.024703212182
Long
DBT
CORP
US
N
2
2028-07-01
Fixed
0.07125000
N
N
N
N
N
N
GLOBAL PARTNERS LP / GLP FIN CORP
N/A
GLOBAL PARTNERS LP / GLP FIN CORP 6.875% 01/15/2029
37954FAJ3
3095000.00000000
PA
USD
3358075.00000000
0.046804233978
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06875000
N
N
N
N
N
N
BCP RAPTOR LLC
549300T77NXSQHG00684
EAGLECLAW TERM B 1LN 06/24/2024
05549KAB8
5131705.43000000
PA
USD
4893440.35000000
0.068203874869
Long
LON
CORP
US
N
2
2024-06-24
Variable
0.05250000
N
N
N
N
N
N
CLEARWAY ENERGY OPERATING LLC
549300Z3NFMM54NWBB87
CLEARWAY ENERGY OPER LLC 5.75% 10/15/2025
18539UAB1
2045000.00000000
PA
USD
2138149.75000000
0.029801139396
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
0.05750000
N
N
N
N
N
N
METHANEX CORP
549300TSJHRXT9QXRD13
METHANEX CORP 5.25% 12/15/2029
59151KAL2
1483000.00000000
PA
USD
1521001.88000000
0.021199445477
Long
DBT
CORP
CA
N
2
2029-12-15
Fixed
0.05250000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN 5.25% 11/15/22
780153AU6
1890000.00000000
PA
USD
1926023.40000000
0.026844561202
Long
DBT
CORP
LR
N
2
2022-11-15
Fixed
0.05250000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
VISTRA CORP
92840M102
93700.00000000
NS
USD
1616325.00000000
0.022528041656
Long
EC
CORP
US
N
1
N
N
N
MARRIOTT OWNERSHIP RESORTS INC
BW4532OH033VURR0IT68
MARRIOTT OWNERSHIP RESORTS INC 6.125% 09/15/2025 144A
57164PAG1
820000.00000000
PA
USD
871250.00000000
0.012143322842
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.06125000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 4.75% 02/15/2031 144A
12543DBK5
2465000.00000000
PA
USD
2417252.95000000
0.033691228652
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.04750000
N
N
N
N
N
N
SCRIPPS EW CO OHIO
549300U1OW41QPKYW028
SCRIPPS EW CO OHIO 5.125% 05/15/2025 144A
811054AG0
900000.00000000
PA
USD
913500.00000000
0.012732195599
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
0.05125000
N
N
N
N
N
N
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC
N/A
SHIFT4 PAYMENTS LLC / SHIFT4 PAYMENTS FINANCE SUB INC 4.625% 11/01/2026 144A
82453AAA5
930000.00000000
PA
USD
972594.00000000
0.013555836942
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
0.04625000
N
N
N
N
N
N
VANGUARD FIXED INCOME SECS FD
4IWOXNHIBJ1X5UBP4985
Vanguard High-Yield Corporate Adm
922031760
102587129.46700000
NS
USD
609367549.03000000
8.493253231005
Long
EC
RF
US
N
1
N
N
N
APACHE CORP
72ZZ1XRHOOU9P9X16K08
APACHE CORP MTN 5.1% 9/01/40
037411AW5
3770000.00000000
PA
USD
3846644.10000000
0.053613820563
Long
DBT
CORP
US
N
2
2040-09-01
Fixed
0.05100000
N
N
N
N
N
N
LBM ACQUISITION, LLC
549300FAEB3VWZL4NI86
LBM ACQUISITION LLC 6.25% 01/15/2029 144A
05552BAA4
1115000.00000000
PA
USD
1130565.40000000
0.015757613367
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06250000
N
N
N
N
N
N
PERFORMANCE FOOD GROUP INC
549300OMUOGBYK0FFO76
PERFORMANCE FOOD GROUP INC 6.875% 05/01/2025 144A
71376LAD2
1399000.00000000
PA
USD
1493432.50000000
0.020815188511
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.06875000
N
N
N
N
N
N
RP CROWN PARENT LLC
549300B1M4J69ECRY452
JDA ESCROW LLC / JDA BD FIN INC 7.375% 10/15/2024 144A
47215YAA5
600000.00000000
PA
USD
609000.00000000
0.008488130399
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
0.07375000
N
N
N
N
N
N
CENTENE CORP DEL
549300Z7JJ4TQSQGT333
CENTENE CORP 4.25% 12/15/2027
15135BAR2
3045000.00000000
PA
USD
3170606.25000000
0.044191328894
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.04250000
N
N
N
N
N
N
CORNERSTONE BUILDING BRANDS INC
549300IW41QEWQ6T0H29
CORNERSTONE BUILDING BRANDS INC 6.125% 01/15/2029 144A
21925DAA7
1500000.00000000
PA
USD
1537500.00000000
0.021429393251
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
0.06125000
N
N
N
N
N
N
ALLEGHENY TECHNOLOGIES INC
ZW1LRE7C3H17O2ZN9B45
ALLEGHENY TECHNOLOGIES INC 5.875% 12/01/2027
01741RAH5
6380000.00000000
PA
USD
6738875.00000000
0.093925204842
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05875000
N
N
N
N
N
N
HEXION INC
54930030FZF8HYAEHM46
HEXION TERM B-EXIT 1LN 07/01/2026
42829HAF0
1341928.73000000
PA
USD
1335219.09000000
0.018610038995
Long
LON
CORP
US
N
2
2026-07-01
Variable
0.03740000
N
N
N
N
N
N
MILEAGE PLUS HLDINGS LLC
N/A
UNITED MILEAGE PLUS TERM B 1LN 07/02/27
59921PAB2
3420000.00000000
PA
USD
3646780.20000000
0.050828154150
Long
LON
CORP
US
N
2
2027-07-02
Variable
0.06250000
N
N
N
N
N
N
NGL ENERGY OPER LLC/NGL ENERGY FIN CORP
N/A
NGL ENERGY OPER LLC/FIN CORP 7.5% 02/01/2026 144A
62922LAA6
11545000.00000000
PA
USD
11903068.18000000
0.165902783040
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
0.07500000
N
N
N
N
N
N
SOLENIS INTL LP
549300P0XTH2Z2N7QB86
SOLENIS INTL LP TERM B 2LN 06/18/2024
83420LAN1
3340000.00000000
PA
USD
3337227.80000000
0.046513669525
Long
LON
CORP
US
N
2
2024-06-18
Variable
0.00000000
N
N
N
N
N
N
TERRIER MEDIA BUYER INC
N/A
TERRIER MEDIA BUYER INC 8.875% 12/15/2027 144A
88146LAA1
10299000.00000000
PA
USD
11032803.75000000
0.153773196892
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
0.08875000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO 4.875% 10/01/2049
50077LAZ9
2035000.00000000
PA
USD
2374873.90000000
0.033100557219
Long
DBT
CORP
US
N
2
2049-10-01
Fixed
0.04875000
N
N
N
N
N
N
TERRAFORM GLOBAL OPERATING
549300LC7QMVR79H5O86
TERRAFORM GLOBAL OPERATING 6.125% 03/01/2026 144A
88104UAC7
1180000.00000000
PA
USD
1212160.90000000
0.016894876494
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
0.06125000
N
N
N
N
N
N
WPX ENERGY INC
ZXZE9GCS2BB547GJW219
WPX ENERGY INC 5.25% 10/15/2027
98212BAJ2
1250000.00000000
PA
USD
1334775.00000000
0.018603849350
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
0.05250000
N
N
N
N
N
N
CHS/CMNTY HEALTH SYSTEMS INC
5493007X5NC5XI1BB106
CHS/CMNTY HEALTH SYSTEMS INC 5.625% 03/15/2027 144A
12543DBG4
2670000.00000000
PA
USD
2812005.29000000
0.039193214428
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
0.05625000
N
N
N
N
N
N
WELBILT INC
549300UR3W71YLZWI068
WELBILT TERM B 10/23/2025
56356XAE9
150000.00000000
PA
USD
146250.00000000
0.002038405699
Long
LON
CORP
US
N
2
2025-10-23
Variable
0.04543500
N
N
N
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
ALCOA NEDERLAND HOLDING 7% 09/30/2026 144A
013822AB7
2010000.00000000
PA
USD
2110500.00000000
0.029415762248
Long
DBT
CORP
NL
N
2
2026-09-30
Fixed
0.07000000
N
N
N
N
N
N
NIELSEN FINANCE LLC/ NIELSEN FINANCE CO
N/A
NIELSEN FINANCE LLC/ FIN CO 5.875% 10/01/2030 144A
65409QBF8
3464000.00000000
PA
USD
3745450.00000000
0.052203395741
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05875000
N
N
N
N
N
N
FIRST QUANTUM MINERALS LTD
549300I7UVBGWRYMYZ18
FIRST QUANTUM MINERALS LTD 6.875% 10/15/2027 144A
335934AT2
4935000.00000000
PA
USD
5348306.25000000
0.074543712428
Long
DBT
CORP
CA
N
2
2027-10-15
Fixed
0.06875000
N
N
N
N
N
N
NATIONSTAR MTG HLDGS INC
N/A
NATIONSTAR MTG HLDGS INC 5.125% 12/15/2030 144A
63861CAD1
2275000.00000000
PA
USD
2320818.50000000
0.032347142960
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
0.05125000
N
N
N
N
N
N
REAL HERO MERGER SUB 2
N/A
REAL HERO MERGER SUB 2 6.25% 02/01/2029 144A
75602BAA7
590000.00000000
PA
USD
607700.00000000
0.008470011238
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
0.06250000
N
N
N
N
N
N
OWENS BROCKWAY GLASS CONT INC
V2UQUCDZJ9WY98W8QU33
OWENS BROCKWAY GLASS CONT INC 5.375% 01/15/2025 144A
690872AB2
2000000.00000000
PA
USD
2152710.00000000
0.030004077493
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
0.05375000
N
N
N
N
N
N
FAIR ISAAC CORPORATION
RI6HET5SJUEY30V1PS26
FAIR ISAAC CORPORATION 5.25% 05/15/2026 144A
303250AE4
1225000.00000000
PA
USD
1387312.50000000
0.019336107398
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
0.05250000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
NUMERICABLE / ALTICE FRANCE TERM B-13 08/14/2026
N/A
1682896.94000000
PA
USD
1679632.12000000
0.023410404693
Long
LON
CORP
FR
N
2
2026-08-14
Variable
0.04197630
N
N
N
N
N
N
STUDIO CITY FIN LTD
254900D6R731QAUIG324
STUDIO CITY FIN LTD 5% 01/15/2029 144A
86389QAG7
835000.00000000
PA
USD
847525.00000000
0.011812648139
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
0.05000000
N
N
N
N
N
N
DCP MIDSTREAM OPERATING LP
549300Y6CTBSE0QIPL28
DUKE ENRG FLD 6.45 11/3/36 144
26439XAH6
865000.00000000
PA
USD
967070.00000000
0.013478844443
Long
DBT
CORP
US
N
2
2036-11-03
Fixed
0.06450000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
TENET HEALTHCARE CORP 4.625% 07/15/2024
88033GCS7
3372000.00000000
PA
USD
3422580.00000000
0.047703292847
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
0.04625000
N
N
N
N
N
N
BOSTON SCIENTIFIC CORP
Y6ZDD9FP4P8JSSJMW954
BOSTON SCIENTIFIC CORP SER A PC 5.5% 06/01/2023
101137206
2480.00000000
NS
USD
274304.21000000
0.003823201812
Long
EP
CORP
US
N
2
N
N
N
TARGA RESOURCES PARTNERS LP/ TARGA RESOURCES PARTNERS FIN
N/A
TARGA RES P LP/TARGA RES P FIN 5% 01/15/2028
87612BBG6
250000.00000000
PA
USD
260277.50000000
0.003627700098
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.05000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL 4.625% 09/01/2026
552953CD1
188000.00000000
PA
USD
197165.00000000
0.002748049639
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
0.04625000
N
N
N
N
N
N
PACTIV LLC
549300O4WTC6DL4JIE57
PACTIVA 8.375 4/15/27
880394AE1
175000.00000000
PA
USD
200375.00000000
0.002792790031
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
0.08375000
N
N
N
N
N
N
NCR CORPORATION NEW
549300YKTY8JX1DV2R67
NCR CORPORATION NEW 5.25% 10/01/2030 144A
62886EAZ1
2755000.00000000
PA
USD
2865200.00000000
0.039934632548
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
0.05250000
N
N
N
N
N
N
GO DADDY OPERATING CO LLC / GD FINANCE CO INC
N/A
GO DADDY OPERATING CO LLC / GD FINANCE CO INC 5.25% 12/01/2027 144A
38016LAA3
735000.00000000
PA
USD
771750.00000000
0.010756510075
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
0.05250000
N
N
N
N
N
N
COMSTOCK RESOURCES INC
I03QQGEA4SS774AURI46
COMSTOCK RESOURCES INC 6.75% 03/01/2029 144A
205768AS3
3970000.00000000
PA
USD
4118875.00000000
0.057408124960
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
0.06750000
N
N
N
N
N
N
FILTRATION GROUP CORP
549300ZA0D9WN5ECE978
FILTRATION GROUP TERM INCR B 1LN 03/29/2025
31732FAQ9
399000.00000000
PA
USD
400296.75000000
0.005579262746
Long
LON
CORP
US
N
2
2025-03-29
Variable
0.04500000
N
N
N
N
N
N
PRECISION DRILLING CORP
549300WF2OE8T5BP4B84
PRECISION DRILLING CORP 7.125% 01/15/2026 144A
740212AL9
1000000.00000000
PA
USD
970000.00000000
0.013519682246
Long
DBT
CORP
CA
N
2
2026-01-15
Fixed
0.07125000
N
N
N
N
N
N
CHENIERE CORPUS CHRISTI HLD
549300I7CIEWU1BBLQ53
CHENIERE CORPUS CHRISTI HLD 5.875% 03/31/2025
16412XAC9
300000.00000000
PA
USD
345661.23000000
0.004817762880
Long
DBT
CORP
US
N
2
2025-03-31
Fixed
0.05875000
N
N
N
N
N
N
UNITI GROUP LP / UNITI FIBER HOLDINGS INC / CSL CAPITAL LLC
N/A
COMMUNICATIONS SALES and LEAS INC 7.125% 12/15/2024 144A
20341WAE5
4840000.00000000
PA
USD
4967050.00000000
0.069229832681
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.07125000
N
N
N
N
N
N
TENNECO INC DEL
549300U0EXXFAQFAD785
TENNECO INC 5% 07/15/2026
880349AR6
2300000.00000000
PA
USD
2159125.00000000
0.030093488587
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
0.05000000
N
N
N
N
N
N
SABRE GLBL INC
F2TJC7HPPHLHU1AQMP98
SABRE TERM B 1LN 12/17/2027
78571YBE9
885000.00000000
PA
USD
894407.55000000
0.012466088530
Long
LON
CORP
US
N
2
2027-12-17
Variable
0.04750000
N
N
N
N
N
N
SENSATA TECHNOLOGIES INC
N/A
SENSATA TECHNOLOGIES INC 3.75% 02/15/2031 144A
81728UAB0
4622000.00000000
PA
USD
4639332.50000000
0.064662166221
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.03750000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC 2.875% 02/15/2031
87264ABT1
4140000.00000000
PA
USD
4062375.00000000
0.056620638314
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
0.02875000
N
N
N
N
N
N
SUBURBAN PROPANE LP/ENGY FIN C
N/A
SUBURBAN PROPANE LP/ENGY FIN C 5.875% 3/1/27
864486AK1
3415000.00000000
PA
USD
3567906.63000000
0.049728828785
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
0.05875000
N
N
N
N
N
N
CONSTELLIUM SE
724500KRJEMC79KAAU28
CONSTELLIUM NV 6.625% 03/01/2025 144A
210383AF2
3550000.00000000
PA
USD
3612125.00000000
0.050345136323
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
0.06625000
N
N
N
N
N
N
2021-03-30
Stacie M. Smith
Stacie M. Smith
Stacie M. Smith
President and Treasurer